The Geneva Risk and Insurance Review

1976 - 2026

Current editor(s): Michael Hoy and Nicolas Treich

From:
Palgrave Macmillan
International Association for the Study of Insurance Economics (The Geneva Association)
Contact information at EDIRC.
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Hidden Overconfidence and Advantageous Selection pp. 93-107: Rachel Huang, Yu-Jane Liu and Larry Y Tzeng
Skewness Preference, Risk Taking and Expected Utility Maximisation pp. 108-129: W Henry Chiu
Pension Fund Design under Long-term Fairness Constraints pp. 130-159: Esben Masotti Kryger
Wealth Effects on Self-insurance pp. 160-171: Kangoh Lee

Uncertainty in the Theory of Public Finance pp. 1-18: Agnar Sandmo
Incentive Effects of Community Rating in Insurance Markets: Evidence from Massachusetts Automobile Insurance pp. 19-46: Sharon Tennyson
Insurance Market Effects of Risk Management Metrics pp. 47-80: Carole Bernard and Weidong Tian
A Note on Risk Aversion, Prudence and Portfolio Insurance pp. 81-92: Philippe Bertrand and Jean-Luc Prigent

The Changing Role of Nominal Government Bonds in Asset Allocation&ast pp. 89-104: John Campbell
Negligence, Ignorance and the Demand for Liability Insurance pp. 105-116: Vickie Bajtelsmit and Paul Thistle
Effects of Health and Longevity on Financial Risk Tolerance pp. 117-139: James Hammitt, Kevin Haninger and Nicolas Treich
Optimal Insurance Under the Insurer's VaR Constraint pp. 140-154: Chunyang Zhou and Chongfeng Wu

Empirical Evidence for Advantageous Selection in the Commercial Fire Insurance Market&ast pp. 1-19: Kili C Wang, Rachel Huang and Larry Y Tzeng
Reinsurance Brokers and Advice Quality: Is There a Need for Regulation&quest pp. 20-46: Michael Sonnenholzner, Sebastian Friese and Johann Graf von der Schulenburg
Bargaining Power and Efficiency in Insurance Contracts pp. 47-73: John Quiggin and Robert Chambers
The Role of Repetition and Observability in Deterring Insurance Fraud pp. 74-87: Michal Krawczyk

First-Order Mortality Basis for Life Annuities pp. 75-89: Michel Denuit and Esther Frostig
Which Price is Right: Load or Premium?&ast pp. 90-105: Rexford Santerre
Fair Valuation of Participating Life Insurance Contracts with Jump Risk pp. 106-136: Olivier Le Courtois and François Quittard-Pinon
Background Risk and the Performance of Insurance Markets under Adverse Selection pp. 137-160: Keith J Crocker and Arthur Snow

On Optimal Insurance in the Presence of Moral Hazard&ast pp. 1-18: Edi Karni
Intergenerational Effects of Guaranteed Pension Contracts pp. 19-46: Trond Døskeland and Helge Nordahl
The Effect of Pre-commitment and Past-Experience on Insurance Choices: An Experimental Study&ast pp. 47-73: Thomas Papon

The optimal assetÂ 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 Y. Tzeng
Screening equilibria in experimental markets pp. 147-167: Lisa L. 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 Y. Tzeng
Underwriting profit margin of P/L insurance in the fuzzy-ICAPM&ast 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 Le 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. Henry 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