The Geneva Papers on Risk and Insurance Theory

2004 - 2019

Current editor(s): Michael Hoy and Nicolas Treich

From:
Springer
International Association for the Study of Insurance Economics (The Geneva Association)
Contact information at EDIRC.
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Optimal taxation in non-life insurance markets pp. 1-26: Sebastian Schlütter
The impact of economic conditions on individual and managerial risk taking pp. 27-53: Mark Browne, Verena Jaeger and Petra Steinorth
Natural disasters, land-use, and insurance pp. 54-86: Celine Grislain-Letremy and Bertrand Villeneuve
Insurer commitment and dynamic pricing pattern pp. 87-135: Ruo Jia and Zenan Wu

Enhancing risk management for an aging world pp. 115-136: Olivia Mitchell
On the design of optimal health insurance contracts under ex post moral hazard pp. 137-185: Pierre Martinon, Pierre Picard and Anasuya Raj
A viable and cost-effective weather index insurance for rice in Indonesia pp. 186-218: Aditya Kusuma, Bethanna Jackson and Ilan Noy

Special issue in honor of Harris Schlesinger: New developments in the study of risk preferences pp. 1-4: Cary Deck, Sebastian Ebert and Andreas Richter
New methods in the classical economics of uncertainty: comparing risks pp. 5-23: Christian Gollier and Miles Kimball
Ambiguity and the value of information revisited pp. 25-38: Diego Nocetti
Welfare effects of insurance contract non-performance pp. 39-76: Glenn Harrison and Jia Min Ng
On the properties of high-order non-monetary measures for risks pp. 77-94: Christophe Courbage, Henri Loubergé and Beatrice Rey
Comparative precautionary saving under higher-order risk and recursive utility pp. 95-114: A. Bostian Aj and Christoph Heinzel

Long-Term Care Insurance and Intra-family Moral Hazard: Fixed vs Proportional Insurance Benefits pp. 87-116: Justina Klimaviciute
Demand for Windstorm Insurance Coverage and the Representative Heuristic pp. 117-139: Randy E. Dumm, David L. Eckles, Charles Nyce and Jacqueline Volkman-Wise
Automobile Insurance and Driver Ability: Contract Choice as a Screening Mechanism pp. 141-170: Lisa L. Posey and Paul D. Thistle
Advantageous Selection in Insurance Markets with Compound Risk pp. 171-192: Rachel Huang, Arthur Snow and Larry Y. Tzeng

Equilibrium in Insurance Markets: An Empiricist’s View pp. 1-14: Bernard Salanié
Insurance and Endogenous Bankruptcy Risk: When is it Rational to Choose Gambling, Insurance, and Potential Bankruptcy? pp. 15-40: Lisa L. Posey and Vickie Bajtelsmit
Very Low Probabilities in the Loss Domain pp. 41-58: Narges Hajimoladarvish
Does Inefficient Risk Sharing Increase Public Self-Protection? pp. 59-85: Maddalena Ferranna

Contracting with Present-Biased Consumers in Insurance Markets pp. 107-148: Jing Ai, Lin Zhao and Wei Zhu
Strong Increases in Downside Risk Aversion pp. 149-161: Donald Keenan and Arthur Snow
Reducing Risk Through Pooling and Selective Reinsurance Using Simulated Annealing: An Example from Crop Insurance pp. 163-191: Lysa Porth, Milton Boyd and Jeffrey Pai
Impediments to Communication in Financial Institutions: Implications for the Risk Management Organization pp. 193-224: Dirk Höring, Helmut Gründl and Sebastian Schlütter

The optimal asset allocation of the main types of pension funds: a unified framework pp. 113-128: Katarzyna Romaniuk
Insurer’s insolvency risk and tax deductions for the individual’s net losses pp. 129-145: Rachel Huang and Larry Tzeng
Screening equilibria in experimental markets pp. 147-167: Lisa Posey and Abdullah Yavas
On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution pp. 169-180: Antonella Campana

Overconfidence and trading volume pp. 1-36: Markus Glaser and Martin Weber
Adverse selection and the market for annuities pp. 37-59: Oded Palmon and Avia Spivak
On the role of market insurance in a dynamic model pp. 61-90: Helge Braun and Winfried Koeniger
Internalizing externalities of loss prevention through insurance monopoly: an analysis of interdependent risks pp. 91-111: Annette Hofmann

Aggregating risk capital, with an application to operational risk pp. 71-90: Paul Embrechts and Giovanni Puccetti
Optimal insurance contract under a value-at-risk constraint pp. 91-110: Hung-Hsi Huang
Adverse selection in the annuity market with sequential and simultaneous insurance demand pp. 111-146: Johann Brunner and Susanne Pech

Optimal insurance contracts without the non-negativity constraint on indemnities: revisited pp. 5-9: Michael Breuer
The design of an optimal insurance contract for irreplaceable commodities pp. 11-21: Rachel Huang and Larry Tzeng
Underwriting profit margin of P/L insurance in the fuzzy-ICAPM pp. 23-34: Li-Hua Lai
A note on risk aversion and herd behavior in financial markets pp. 35-42: Jean-Paul Décamps and Stefano Lovo
Analysis of embedded options in individual pension schemes in Germany pp. 43-60: Alexander Kling, Jochen Russ and Hato Schmeiser
Optimal financial crises: A note on Allen and Gale pp. 61-66: François Marini

Uncertainty and the Cost of Reversal pp. 119-128: Giovanni Immordino
A Study of Mutual Insurance for Bank Deposits pp. 129-146: Carole Bernard, Olivier Courtois and François Quittard-Pinon
Wealth Effects on Self-Insurance and Self-Protection against Monetary and Nonmonetary Losses pp. 147-159: Kangoh Lee
Optimal Insurance Design Under a Value-at-Risk Framework pp. 161-179: Ching-Ping Wang, David Shyu and Hung-Hsi Huang

The Probationary Period as a Screening Device: The Monopolistic Insurer pp. 5-14: Jaap Spreeuw
Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach pp. 15-34: Mario Jametti and Thomas von Ungern-Sternberg
A Note on Partial Insurance and the Arrow-Pratt Measure of Risk Aversion pp. 35-40: W. Chiu
Mortality Risk and the Value of a Statistical Life: The Dead-Anyway Effect Revis(it)ed pp. 41-55: Friedrich Breyer and Stefan Felder
Tax Compliance and Rank Dependent Expected Utility pp. 57-69: Jean-Louis Arcand and Grégoire Rota Graziosi
Strategic Price Discrimination in Compulsory Insurance Markets pp. 71-97: Luigi Buzzacchi and Tommaso Valletti
The Newsboy Model: Changes in Risk and Price pp. 99-109: Jorge Ibarra-Salazar