Journal of Risk & Insurance

2003 - 2024

Current editor(s): Joan T. Schmit

From The American Risk and Insurance Association
Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 84, issue S1, 2017

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 273-277

David Blake and Marco Morales

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 279-297

David Blake, Marco Morales, David Blake and Marco Morales

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 299-317

David Blake, Marco Morales, Richard MacMinn and Patrick Brockett

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 319-343

David Blake, Marco Morales, Jing Ai, Patrick L. Brockett, Linda L. Golden and Wei Zhu

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 345-365

David Blake, Marco Morales, Yijia Lin, Richard D. MacMinn, Ruilin Tian and Jifeng Yu

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 367-392

David Blake, Marco Morales, Yijia Lin, Tianxiang Shi and Ayşe Arik

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 393-415

David Blake, Marco Morales, Hua Chen, Richard D. MacMinn and Tao Sun

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 417-437

David Blake, Marco Morales, Kenneth Q. Zhou and Johnny Siu-Hang Li

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 439-458

David Blake, Marco Morales, Richard D. MacMinn and Nan Zhu

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 459-475

David Blake, Marco Morales, Hong Li, Anja Waegenaere and Bertrand Melenberg

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 477-493

David Blake, Marco Morales, Wenjun Zhu, Ken Seng Tan and Chou-Wen Wang

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 495-514

David Blake, Marco Morales, Andreas Milidonis and Maria Efthymiou

Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference pp. 515-532

David Blake, Marco Morales, Enrico Biffis, Yijia Lin and Andreas Milidonis

Volume 84, issue 4, 2017

THE ROLE OF PREGNANCY IN MICRO HEALTH INSURANCE: EVIDENCE OF ADVERSE SELECTION FROM PAKISTAN pp. 1073-1102

Yi Yao, Joan T. Schmit and Justin R. Sydnor

Two Tests for Ex Ante Moral Hazard in a Market for Automobile Insurance pp. 1103-1126

David Rowell, Hong Son Nghiem and Luke Connelly

Optimal Enterprise Risk Management and Decision Making With Shared and Dependent Risks pp. 1127-1169

Jing Ai, Patrick L. Brockett and Tianyang Wang

Life Insurance Demand Under Health Shock Risk pp. 1171-1202

Christoph Hambel, Holger Kraft, Lorenz S. Schendel and Mogens Steffensen

Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies pp. 1203-1230

Ralph Stevens

Basel III Versus Solvency II: An Analysis of Regulatory Consistency Under the New Capital Standards pp. 1231-1267

Daniela Laas and Caroline Franziska Siegel

Decomposing Asymmetric Information in China's Automobile Insurance Market pp. 1269-1293

Feng Gao, Michael R. Powers and Jun Wang

Crisis Sentiment in the U.S. Insurance Sector pp. 1295-1330

Felix Irresberger, Fee Elisabeth König and Gregor N. F. Weiß

Volume 84, issue 3, 2017

Examining Flood Insurance Claims in the United States: Six Key Findings pp. 819-850

Carolyn Kousky and Erwann Michel-Kerjan

Insured Loss Inflation: How Natural Catastrophes Affect Reconstruction Costs pp. 851-879

David Döhrmann, Marc Gürtler and Martin Hibbeln

The Increasing Convex Order and the Trade–off of Size for Risk pp. 881-897

Liqun Liu and Jack Meyer

Optimal Prevention for Multiple Risks pp. 899-922

Christophe Courbage, Henri Loubergé and Richard Peter

Value-at-Risk Bounds With Variance Constraints pp. 923-959

Carole Bernard, Ludger Rüschendorf and Steven Vanduffel

Single- and Cross-Generation Natural Hedging of Longevity and Financial Risk pp. 961-986

Elisa Luciano, Luca Regis and Elena Vigna

Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated pp. 987-1023

Tat Wing Wong, Mei Choi Chiu and Hoi Ying Wong

Semicoherent Multipopulation Mortality Modeling: The Impact on Longevity Risk Securitization pp. 1025-1065

Johnny Siu-Hang Li, Wai-Sum Chan and Rui Zhou

Volume 84, issue 2, 2017

MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES pp. 539-565

Joachim Inkmann, David Blake and Zhen Shi

AN INVESTIGATION OF MARKET CONCENTRATION AND FINANCIAL STABILITY IN PROPERTY–LIABILITY INSURANCE INDUSTRY pp. 567-597

Jeungbo Shim

ORGANIZATION STRUCTURE AND CORPORATE DEMAND FOR REINSURANCE: THE CASE OF THE JAPANESE KEIRETSU pp. 599-629

Noriyoshi Yanase and Piman Limpaphayom

Patent Litigation Insurance pp. 631-660

Anne Duchene

Risk Management of Policyholder Behavior in Equity-Linked Life Insurance pp. 661-690

Anne MacKay, Maciej Augustyniak, Carole Bernard and Mary R. Hardy

HOW DOES TORT LAW AFFECT CONSUMER AUTO INSURANCE COSTS? pp. 691-715

Paul Heaton

A Multivariate Analysis of Intercompany Loss Triangles pp. 717-737

Peng Shi

Is THERE AN OPTIMAL PENSION FUND SIZE? A SCALE-ECONOMY ANALYSIS OF ADMINISTRATIVE COSTS pp. 739-769

Jacob Bikker

BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE pp. 771-809

Martin Eling, Ruo Jia and Yi Yao

Volume 84, issue 1, 2017

A BURNING QUESTION: DOES ARSON INCREASE WHEN LOCAL HOUSE PRICES DECLINE? pp. 7-34

Michael Eriksen and James M. Carson

Asymmetric Information in the Home Insurance Market pp. 35-72

Karl Ove Aarbu

Self-Insurance With Genetic Testing Tools pp. 73-94

David Crainich

Organizational Form, Ownership Structure, and CEO Turnover: Evidence From the Property–Casualty Insurance Industry pp. 95-126

Jiang Cheng, J. David Cummins and Tzuting Lin

Measuring the Performance of the Secondary Market for Life Insurance Policies pp. 127-151

Carmelo Giaccotto, Joseph Golec and Bryan P. Schmutz

Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure pp. 153-175

Andy Wong, Michael Sherris and Ralph Stevens

Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula pp. 177-207

Alexander Braun, Hato Schmeiser and Florian Schreiber

Pricing and Hedging Variable Annuities in a Lévy Market: A Risk Management Perspective pp. 209-238

Abdou Kélani and François Quittard-Pinon

The Influence of Affect on Heuristic Thinking in Insurance Demand pp. 239-266

Johannes G. Jaspersen and Vijay Aseervatham

Volume 83, issue 4, 2016

Pricing in the Primary Market for Cat Bonds: New Empirical Evidence pp. 811-847

Alexander Braun

Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns pp. 849-876

Marc A. Ragin and Martin Halek

Managing Weather Risks: The Case of J. League Soccer Teams in Japan pp. 877-912

Haruyoshi Ito, Jing Ai and Akihiko Ozawa

Net Contribution, Liquidity, and Optimal Pension Management pp. 913-948

Changhui Choi, Bong-Gyu Jang, Changki Kim and Sang-youn Roh

Parameter Uncertainty and Residual Estimation Risk pp. 949-978

Valeria Bignozzi and Andreas Tsanakas

On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior pp. 979-1006

Christian Knoller, Gunther Kraut and Pascal Schoenmaekers

Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms pp. 1007-1043

Selim Mankaï and Aymen Belgacem

Volume 83, issue 3, 2016

The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates pp. 519-555

Narat Charupat, Mark J. Kamstra and Moshe Milevsky

A Test of Asymmetric Learning in Competitive Insurance With Partial Information Sharing pp. 557-578

Peng Shi and Wei Zhang

The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds pp. 579-612

Marc Gürtler, Martin Hibbeln and Christine Winkelvos

Estimation of Truncated Data Samples in Operational Risk Modeling pp. 613-640

Bakhodir Ergashev, Konstantin Pavlikov, Stan Uryasev and Evangelos Sekeris

Assessing the Risks of Insuring Reputation Risk pp. 641-679

Nadine Gatzert, Joan T. Schmit and Andreas Kolb

Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers pp. 681-718

Elyas Elyasiani, Sotiris K. Staikouras and Panagiotis Dontis-Charitos

Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management pp. 719-734

Annette Hofmann and Richard Peter

An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates pp. 735-776

Valérie Chavez-Demoulin, Paul Embrechts and Marius Hofert

The Valuation of Lifetime Health Insurance Policies with Limited Coverage pp. 777-800

Shang-Yin Yang, Chou-Wen Wang and Hong-Chih Huang

Volume 83, issue 2, 2016

Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics pp. 269-300

Marcus C. Christiansen, Martin Eling, Jan-Philipp Schmidt and Lorenz Zirkelbach

Optimal Social Insurance for Heterogeneous Agents With Private Insurance pp. 301-333

Brandon Lehr

The Income Elasticity of Nonlife Insurance: A Reassessment pp. 335-362

Giovanni Millo

Yes, No, Perhaps? Premium Risk and Guaranteed Renewable Insurance Contracts With Heterogeneous Incomplete Private Information pp. 363-385

Richard Peter, Andreas Richter and Petra Steinorth

The Cost of Counterparty Risk and Collateralization in Longevity Swaps pp. 387-419

Enrico Biffis, David Blake, Lorenzo Pitotti and Ariel Sun

Portfolio Choice in Retirement—What is The Optimal Home Equity Release Product? pp. 421-446

Katja Hanewald, Thomas Post and Michael Sherris

The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks pp. 447-474

Ming Pu, Gang-Zhi Fan and Chunsheng Ban

Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes? pp. 475-500

Chip Wade, Andre Liebenberg and Benjamin Blau

Volume 83, issue 1, 2016

CONSUMER-DIRECTED HEALTH PLANS: A REVIEW OF THE EVIDENCE pp. 9-41

M. Kate Bundorf

WILLINGNESS TO PAY FOR INSURANCE IN DENMARK pp. 49-76

Jan V. Hansen, Rasmus H. Jacobsen and Morten Lau

INSURANCE DEMAND UNDER PROSPECT THEORY: A GRAPHICAL ANALYSIS pp. 77-89

Ulrich Schmidt

EVALUATING THE EXPECTED WELFARE GAIN FROM INSURANCE pp. 91-120

Glenn Harrison and Jia Min Ng

THE DYNAMICS OF MICROINSURANCE DEMAND IN DEVELOPING COUNTRIES UNDER LIQUIDITY CONSTRAINTS AND INSURER DEFAULT RISK pp. 121-138

Yanyan Liu and Robert J. Myers

FRAMING AND CLAIMING: HOW INFORMATION-FRAMING AFFECTS EXPECTED SOCIAL SECURITY CLAIMING BEHAVIOR pp. 139-162

Jeffrey Brown, Arie Kapteyn and Olivia Mitchell

MULTIPLE REFERENCE POINTS AND THE DEMAND FOR PRINCIPAL-PROTECTED LIFE ANNUITIES: An EXPERIMENTAL ANALYSIS pp. 163-179

Christian Knoller

HIDDEN REGRET IN INSURANCE MARKETS pp. 181-216

Rachel Huang, Alexander Muermann and Larry Y. Tzeng

HYPOTHETICAL SURVEYS AND EXPERIMENTAL STUDIES OF INSURANCE DEMAND: A REVIEW pp. 217-255

Johannes G. Jaspersen