The Geneva Papers on Risk and Insurance - Issues and Practice

1990 - 2025

Current editor(s): Christophe Courbage

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Palgrave Macmillan
The Geneva Association
Contact information at EDIRC.
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Volume 36, issue 4, 2011

Longevity Risk and Capital Markets: The 2010–2011 Update pp. 489-500

David Blake, Christophe Courbage, Richard MacMinn and Michael Sherris

Longevity Risk from the Perspective of the ILS Markets&ast pp. 501-515

Morton Lane

Longevity Risk in Fair Valuing Level 3 Assets in Securitised Portfolios&ast pp. 516-543

Peter Macrae Mazonas, Patrick John Eric Stallard and Lynford Graham

Economic Pricing of Mortality-linked Securities in the Presence of Population Basis Risk pp. 544-566

Rui Zhou, Johnny Siu-Hang Li and Ken Seng Tan

Applications of Forward Mortality Factor Models in Life Insurance Practice&ast pp. 567-594

Nan Zhu and Daniel Bauer

Modelling Mortality with Common Stochastic Long-Run Trends pp. 595-621

Séverine Gaille and Michael Sherris

Securitisation of Crossover Risk in Reverse Mortgages pp. 622-647

Hong-Chih Huang, Chou-Wen Wang and Yuan-Chi Miao

Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products pp. 648-674

Sharon S Yang

A Quantitative Comparison of the Lee-Carter Model under Different Types of Non-Gaussian Innovations pp. 675-696

Chou-Wen Wang, Hong-Chih Huang and I-Chien Liu

Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalised Immunisation Approach pp. 697-717

Jennifer L Wang, Ming-hua Hsieh and Yu-fen Chiu

A Study of Incidence Experience for Taiwan Life Insurance pp. 718-733

Ching-Syang Jack Yue and Hong-Chih Huang

Volume 36, issue 3, 2011

Rules of Engagement: Global Regulatory Reforms and the Insurance Industry pp. 325-329

Patrick M Liedtke

Risk Management and the Global Banking Crisis: Lessons for Insurance Solvency Regulation pp. 330-347

Simon Ashby

The Interplay between Insurers’ Financial and Asset Risks during the Crisis of 2007–2009 pp. 348-379

Etti Baranoff and Thomas W Sager

Investigating Risk Disclosure Practices in the European Insurance Industry pp. 380-413

Dirk Höring and Helmut Gründl

Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry pp. 414-439

Muhammed Altuntas, Thomas R Berry-Stölzle and Robert E Hoyt

Career Interruptions: How Do They Impact Pension Rights&quest pp. 440-457

Najat El Mekkaoui, Cindy Duc, Karine Briard, Sabine Mage-Bertomeu and Bérangère Legendre

Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency pp. 458-475

Katja Hanewald, Thomas Post and Helmut Gründl

The Geneva Risk and Insurance Review 2010: We Have Learned Much Since Willett and Knight pp. 476-487

Jean-François Outreville

Volume 36, issue 2, 2011

The Productivity of European Life Insurers: Best-Practice Adoption vs. Innovation pp. 165-185

Fabio Bertoni and Annalisa Croce

What Motivates Insurers to Use Derivatives: Evidence from the United Kingdom Life Insurance Industry pp. 186-196

Yung-Ming Shiu

Demutualisation, Control and Efficiency in the U.S. Life Insurance Industry pp. 197-225

Xiaoying Xie, Weili Lu, Joseph Reising and Mark Hoven Stohs

Risk Margin Estimation through the Cost of Capital Approach: Some Conceptual Issues&ast pp. 226-253

Alberto Floreani

A Traffic Light Approach to Solvency Measurement of Swiss Occupational Pension Funds pp. 254-282

Alexander Braun, Przemysław Rymaszewski and Hato Schmeiser

Value Relevance of Embedded Value and IFRS 4 Insurance Contracts pp. 283-303

Rebecca Chung-Fern Wu and Audrey Wen-Hsin Hsu

Assessing Adequacy of Retirement Income for U.S. Households: A Replacement Ratio Approach pp. 304-323

Yoonkyung Yuh

Volume 36, issue 1, 2011

The Century of a Gentleman: Fabio Padoa Schioppa, Former Chief Executive Officer of Generali, and Founder and Former President (1976–1983) of The Geneva Association pp. 1-2

Orio Giarini

On the Valuation of Investment Guarantees in Unit-linked Life Insurance: A Customer Perspective pp. 3-29

Nadine Gatzert, Carin Huber and Hato Schmeiser

Liability-Driven Investing for Life Insurers pp. 30-49

David van Bragt and Dirk-Jan Kort

Corporate, Product and Distribution Strategies in the European Life Insurance Industry pp. 50-75

Paul J M Klumpes and Stefan Schuermann

A Comparison of Bancassurance and Traditional Insurer Sales Channels pp. 76-93

Pang-Ru Chang, Jin-Lung Peng and Chiang Ku Fan

Liberalisation and Market Concentration Impact on Performance of the Non-Life Insurance Industry: The Evidence from Eastern Europe pp. 94-106

Vladimir Njegomir and Dragan Stojić

Management Strategies in Multi-year Enterprise Risk Management pp. 107-125

Dorothea Diers

Insurance, Systemic Risk and the Financial Crisis pp. 126-163

Faisal Baluch, Stanley Mutenga and Chris Parsons

Volume 35, issue S1, 2010

Editorial pp. S1-S6

Katsuo Matsushita

Is the Design of Bonus-Malus Systems Influenced by Insurance Maturity or National Culture? — Evidence from Asia pp. S7-S27

Sojung C Park, Jean Lemaire and Choong Tze Chua

The Impact of Corporate Governance on the Efficiency Performance of the Thai Non-Life Insurance Industry pp. S28-S49

Wen-Yen Hsu and Pongpitch Petchsakulwong

A New Korean Defined Contribution Plan Framework to Enhance Retirement Income Security: Combining Lifecycle Funds with Compulsory Annuitisation pp. S50-S67

Kyonghee Lee and Jooho Sung

Pricing Effectiveness and Regulation: An Examination of Premium Rating in Taiwan Automobile Insurance pp. S68-S81

Chu-Shiu Li, Chih Hao Lin, Chwen-Chi Liu and Emilio Venezian

Determinants of Household Demand for Insurance: The Case of Korea pp. S82-S91

Soon-Jae Lee, Soon Il Kwon and Seok Young Chung

Contributing to the Global Debate on Climate Change—A View from Asia: A Retrospective Report on the 37th General Assembly in Zurich (June 2010) pp. S92-S99

Kunio Ishihara

Volume 35, issue 4, 2010

Editorial pp. 499-502

Christophe Courbage

Editorial pp. 499-502

Christophe Courbage

Risk-Type Concentration and Efficiency Incentives: A Challenge for the Risk Adjustment Formula pp. 503-520

Richard C van Kleef, Konstantin Beck and Florian Buchner

Risk-Type Concentration and Efficiency Incentives: A Challenge for the Risk Adjustment Formula&ast pp. 503-520

Richard C van Kleef, Konstantin Beck and Florian Buchner

Risk Equalisation in Ireland and Australia: A Simulation Analysis to Compare Outcomes pp. 521-538

John Armstrong and Francesco Paolucci

Risk Equalisation in Ireland and Australia: A Simulation Analysis to Compare Outcomes pp. 521-538

John Armstrong and Francesco Paolucci

Prescription Drug Coverage and Medicare Spending among U.S. Elderly pp. 539-567

Baoping Shang and Dana Goldman

Prescription Drug Coverage and Medicare Spending among U.S. Elderly&ast pp. 539-567

Baoping Shang and Dana Goldman

Health Care Reinsurance and Insurance Reform in the United States: A Simulation Model pp. 568-580

David Bernstein

Health Care Reinsurance and Insurance Reform in the United States: A Simulation Model pp. 568-580

David Bernstein

Analysis of Adverse Selection and Moral Hazard in the Health Insurance Market of Iran pp. 581-599

GholamReza Keshavarz Haddad and Mahdieh Zomorrodi Anbaji

Analysis of Adverse Selection and Moral Hazard in the Health Insurance Market of Iran pp. 581-599

GholamReza Keshavarz Haddad and Mahdieh Zomorrodi Anbaji

Evaluating Sustainability of Medical Insurance Scheme for Urban Employed Individuals in China pp. 600-625

Xiong Linping, Zhang Lulu, Tang Weidong and Liu Hong

Evaluating Sustainability of Medical Insurance Scheme for Urban Employed Individuals in China&ast pp. 600-625

Xiong Linping, Zhang Lulu, Tang Weidong and Liu Hong

Impact of the Introduction of the Social Long-Term Care Insurance in Germany on Financial Security Assessment in Case of Long-Term Care Need pp. 626-643

Andy Zuchandke, Sebastian Reddemann, Simone Krummaker and J.-Matthias Graf von der Schulenburg

Impact of the Introduction of the Social Long-Term Care Insurance in Germany on Financial Security Assessment in Case of Long-Term Care Need&ast pp. 626-643

Andy Zuchandke, Sebastian Reddemann, Simone Krummaker and Johann Graf von der Schulenburg

Early Retirement Among Men in Britain and Germany: How Important is Health? pp. 644-667

Jennifer Roberts, Nigel Rice and Andrew Jones

Early Retirement Among Men in Britain and Germany: How Important is Health?&ast pp. 644-667

Jennifer Roberts, Nigel Rice and Andrew Jones

Erratum: The Winding Road to Industrial Safety: Evidence on the Effects of Environmental Liability on Accident Prevention in Germany pp. 668-668

R Schwarze and O Hoffmeister

The Winding Road to Industrial Safety: Evidence on the Effects of Environmental Liability on Accident Prevention in Germany pp. 668-668

Reimund Schwarze and Onno Hoffmeister

Volume 35, issue 3, 2010

Editorial—Introduction pp. 361-363

Alberto Monti

Guest Editorial—Lessons Learned from the History of Corporate Liability Insurance in the United States pp. 364-368

Kenneth S Abraham

The Government as Reinsurer of Catastrophe Risks&quest pp. 369-390

Véronique Bruggeman, Michael G Faure and Karine Fiore

Governing Ignorance: Emerging Catastrophic Risks—Industry Responses and Policy Frictions pp. 391-415

Giuliano Castellano

The Winding Road to Industrial Safety: Evidence on the Effects of Environmental Liability on Accident Prevention in Germany pp. 416-434

Reimund Schwarze and Onno Hoffmeister

The Winding Road to Industrial Safety: Evidence on the Effects of Environmental Liability on Accident Prevention in Germany pp. 416-434

Reimund Schwarze and Onno Hoffmeister

Analysing Insurer Rating Transitions with Different Economic and Industry Cycles pp. 435-451

Yuling Wang

Deregulation, Insurance Supervision and Guaranty Funds&ast pp. 452-468

Milton Nektarios

Derivative Hedging and Insurer Solvency: Evidence from Taiwan pp. 469-483

Yung-Ming Shiu

The Geneva Risk and Insurance Review 2009: In Quest of Behavioural Insurance pp. 484-497

J François Outreville

Volume 35, issue 2, 2010

Insurance Development and Economic Growth&ast pp. 183-199

Liyan Han, Donghui Li, Fariborz Moshirian and Yanhui Tian

Reinsurance Intermediaries: A Comparison of the EU and U.S. Regulatory Approach&ast pp. 200-216

Pierpaolo Marano

Frontier Efficiency Methodologies to Measure Performance in the Insurance Industry: Overview, Systematization, and Recent Developments pp. 217-265

Martin Eling and Michael Luhnen

An Empirical Analysis of Non-Life Insurance Consumption Stationarity&ast pp. 266-289

Chien-Chiang Lee, Yi-Chung Hsu and Chi-Chuan Lee

Modelling Different Types of Bundled Automobile Insurance Choice Behaviour: The Case of Taiwan&ast pp. 290-308

Ming-Jyh Wang, Chieh-Hua Wen and Lawrence W Lan

A Malmquist Index for the Greek Insurance Industry&ast pp. 309-324

Milton Nektarios and Carlos Barros

Sustainable Business, Sustainable Planet— A Japanese Insurance Perspective pp. 325-335

Masatoshi Sato and Masao Seki

The Need for a Multi-Level Approach to Climate Change—An Australian Insurance Perspective pp. 336-348

Michael Wilkins

Successful Business Strategies for Insurers Entering and Growing in Emerging Markets pp. 349-359

Thomas R Berry-Stölzle, Robert E Hoyt and Sabine Wende

Volume 35, issue 1, 2010

Parallax: Striving for a More Resilient International Financial Architecture pp. 1-8

Patrick M Liedtke

Insurance and the Credit Crisis: Impact and Ten Consequences for Risk Management and Supervision pp. 9-34

Martin Eling and Hato Schmeiser

Insurance Regulation and the Global Financial Crisis: A Problem of Low Probability Events pp. 35-52

Christopher O'Brien

On the Impact of the Financial Crisis on the Dividend Policy of the European Insurance Industry pp. 53-62

Sebastian Reddemann, Tobias Basse and Johann Graf von der Schulenburg

Lessons Learned from the Financial Crisis for Risk Management: Contrasting Developments in Insurance and Banking pp. 63-78

Axel P Lehmann and Daniel M Hofmann

The Advantages of a Global Solvency Standard pp. 79-91

Nikolaus von Bomhard

Market Consistent ALM for Life Insurers—Steps toward Solvency II pp. 92-109

David van Bragt, Hens Steehouwer and Bart Waalwijk

Successful Business Strategies for Insurers Entering and Growing in Emerging Markets pp. 110-129

Thomas R Berry-Stölzle, Robert E Hoyt and Sabine Wende

An Analysis of Organisational, Market and Socio-cultural Factors Affecting the Supply of Insurance and Other Financial Services by Microfinance Institutions in Developing Economies pp. 130-160

W. Jean Kwon

The Cost Efficiency of Takaful Insurance Companies pp. 161-181

Hale Abdul Kader, Mike Adams and Philip Hardwick