The Geneva Risk and Insurance Review

1976 - 2025

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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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

Opting Out of Public Insurance: Is It Socially Acceptable? pp. 115-136: Carine Franc and Laurence Abadie
Portfolio Selection with Quadratic Utility Revisited pp. 137-144: Timothy Mathews
Utility and the Skewness of Return in Gambling pp. 145-163: Michael Cain and David Peel
Reimbursing Preventive Care pp. 165-186: Francesca Barigozzi
Relative Guarantees pp. 187-209: Snorre Lindset

Infrequent Extreme Risks pp. 5-22: Christian Gourieroux and Alain Monfort
Cream Skimming, Dregs Skimming, and Pooling: On the Dynamics of Competitive Screening pp. 23-41: Diderik Lund and Tore Nilssen
Health and Wealth: How do They Affect Individual Preferences?&ast pp. 43-54: Beatrice Rey and Jean Rochet
Labor Income Risk and Car Insurance in the UK pp. 55-74: Winfried Koeniger
The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates pp. 75-108: Kevin C. Ahlgrim, Stephen P. D'Arcy and Richard W. Gorvett

Weber's Law and the Biological Evolution of Risk Preferences: The Selective Dominance of the Logarithmic Utility Function, 2002 Geneva Risk Lecture pp. 87-100: Hans-Werner Sinn
Some Remarks on the Evolution of Risk Preferences pp. 101-104: Harris Schlesinger
Communication in Private-Information Models: Theory and Computation pp. 105-130: Edward Prescott
Will Private Health Insurance Make the Distribution of Public Health Subsidies More Equal? The Case of India pp. 131-160: Ajay Mahal
Locally Greater Vulnerability to Background Risk pp. 161-172: Donald Keenan and Arthur Snow
Variance Vulnerability, Background Risks, and Mean-Variance Preferences pp. 173-184: Thomas Eichner and Andreas Wagener

To Insure or Not to Insure?: An Insurance Puzzle pp. 5-24: Christian Gollier
On Compulsory Per-Claim Deductibles in Automobile Insurance pp. 25-32: Chu-Shiu Li and Chwen-Chi Liu
On the Optimality of Bank Runs: Comment on Allen and Gale pp. 33-57: Margarita Samartín
Efficient Insurance Contracts under Epsilon-Contaminated Utilities pp. 59-71: G. Carlier, R.A. Dana and N. Shahidi
A Note on Deductible Insurance and Production pp. 73-80: Yaffa Machnes and Kit Pong Wong