Journal of Risk & Insurance

2003 - 2024

Current editor(s): Joan T. Schmit

From The American Risk and Insurance Association
Contact information at EDIRC.
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Volume 82, issue 4, 2015

Directors' and Officers' Liability Insurance, Corporate Risk and Risk Taking: New Panel Data Evidence on The Role of Directors' and Officers' Liability Insurance pp. 753-791

M. Martin Boyer and Sharon Tennyson

On Lawsuits, Corporate Governance, and Directors' and Officers' Liability Insurance pp. 793-822

Stuart L. Gillan and Christine A. Panasian

Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies pp. 823-852

Peter Egger, Doina Radulescu and Ray Rees

Separation Without Exclusion in Financial Insurance pp. 853-864

Eric Stephens and James Thompson

Do the Better Insured Cause More Damage? Testing for Asymmetric Information in Car Insurance pp. 865-889

Tibor Zavadil

The Capitalization of Insurance Premiums in House Prices pp. 891-919

Charles Nyce, Randy E. Dumm, G. Stacy Sirmans and Greg Smersh

Insurance Fraud in the Workplace? Evidence From a Dependent Verification Program pp. 921-946

Michael Geruso and Harvey S. Rosen

The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan pp. 947-975

Hua Chen, Wen-Yen Hsu and Mary Weiss

Precautionary Effort: Another Trait for Prudence pp. 977-983

Jianli Wang and Jingyuan Li

Volume 82, issue 3, 2015

Corporate Demand for Insurance: New Evidence From the U.S. Terrorism and Property Markets pp. 505-530

Erwann Michel-Kerjan, Paul Raschky and Howard Kunreuther

Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence pp. 531-569

Yijia Lin, Jifeng Yu and Manferd O. Peterson

Board Size, Firm Risk, and Equity Discount pp. 571-599

Arun Upadhyay

The Private Export Credit Insurance Effect on Trade pp. 601-624

Koen van der Veer

The Valuation Implications of Enterprise Risk Management Maturity pp. 625-657

Mark Farrell and Ronan Gallagher

A Proposal on How the Regulator Should Set Minimum Interest Rate Guarantees in Participating Life Insurance Contracts pp. 659-686

Hato Schmeiser and Joël Wagner

A Portfolio Optimization Approach Using Combinatorics With a Genetic Algorithm for Developing a Reinsurance Model pp. 687-713

Lysa Porth, Jeffrey Pai and Milton Boyd

Corporate Governance and Cash Holdings: Evidence From the U.S. Property–Liability Insurance Industry pp. 715-748

Wen-Yen Hsu, Yenyu (Rebecca) Huang and Gene Lai

Volume 82, issue 2, 2015

Optimal Investment and Premium Policies Under Risk Shifting and Solvency Regulation pp. 261-288

Damir Filipović, Robert Kremslehner and Alexander Muermann

The Value of Investing in Enterprise Risk Management pp. 289-316

Martin Grace, J. Tyler Leverty, Richard D. Phillips and Prakash Shimpi

A Subregional Panel Data Analysis of Life Insurance Consumption in Italy pp. 317-340

Giovanni Millo and Gaetano Carmeci

Insurance Premium Calculation Using Credibility Analysis: An Example From Livestock Mortality Insurance pp. 341-357

Jeffrey Pai, Milton Boyd and Lysa Porth

Dynamic Risk Management: Investment, Capital Structure, and Hedging in the Presence of Financial Frictions pp. 359-399

Diego Amaya, Geneviève Gauthier and Thomas-Olivier Léautier

How Does Price Presentation Influence Consumer Choice? The Case of Life Insurance Products pp. 401-432

Carin Huber, Nadine Gatzert and Hato Schmeiser

Cyclicity in the French Property–Liability Insurance Industry: New Findings Over the Recent Period pp. 433-462

Catherine Bruneau and Nadia Sghaier

Partial Benefits in the Social Security Disability Insurance Program pp. 463-504

Na Yin

Volume 82, issue 1, 2015

Nonexclusivity, Linear Pricing, and Annuity Market Screening pp. 1-32

Casey Rothschild

LONGEVITY SELECTION AND LIABILITIES IN PUBLIC SECTOR PENSION FUNDS pp. 33-64

Joelle H. Fong, John Piggott and Michael Sherris

Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach pp. 65-96

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

SOLVENCY ANALYSIS AND PREDICTION IN PROPERTY–CASUALTY INSURANCE: INCORPORATING ECONOMIC AND MARKET PREDICTORS pp. 97-124

Li Zhang and Norma Nielson

Uncertain Bequest Needs and Long-Term Insurance Contracts pp. 125-148

Wenan Fei, Claude Fluet and Harris Schlesinger

An OLG Model for Optimal Investment and Insurance Decisions pp. 149-172

Bingqing Li, Pu Liao and Jingfeng Xu

The Impact of Insurer Name Changes on The Demand for Insurance pp. 173-204

Cassandra R. Cole, Stephen G. Fier, James M. Carson and Demetra Andrews

Lender Exposure and Effort in the Syndicated Loan Market pp. 205-252

Nada Mora

BOOK REVIEW pp. 253-257

Martin Grace and Robert W. Klein

Volume 81, issue 4, 2014

Testing for Asymmetric Information Using “Unused Observables” in Insurance Markets: Evidence from the U.K. Annuity Market pp. 709-734

Amy Finkelstein and James Poterba

Heterogeneity of the Accident Externality from Driving pp. 735-756

Rachel Huang, Larry Y. Tzeng and Kili C. Wang

Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case pp. 757-780

Catherine Donnelly, Martin Englund, Jens Perch Nielsen and Carsten Tanggaard

Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany pp. 781-801

Martin Spindler, Joachim Winter and Steffen Hagmayer

Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors pp. 803-830

Laura Spierdijk and Ruud Koning

The×Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting pp. 831-860

Nadine Gatzert and Ralf Kellner

Information Risk and the Cost of Capital pp. 861-882

David L. Eckles, Martin Halek and Rongrong Zhang

Reflexivity in Competition-Originated Underwriting Cycles pp. 883-906

Vsevolod K. Malinovskii

Tax Sharing in Insurance Markets: A Useful Parameterization pp. 907-942

Christelle Viauroux

The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees pp. 943-968

Christian Hilpert, Jing Li and Alexander Szimayer

Volume 81, issue 3, 2014

Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking pp. 473-476

John Cummins and Georges Dionne

Why (Re)insurance is Not Systemic pp. 477-488

Denis Kessler

Systemic Risk and The U.S. Insurance Sector pp. 489-528

John Cummins and Mary Weiss

External Financing in the Life Insurance Industry: Evidence From the Financial Crisis pp. 529-562

Thomas R. Berry-Stölzle, Gregory P. Nini and Sabine Wende

Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty pp. 563-586

Daniel Rösch and Harald Scheule

Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property–Casualty Insurers pp. 587-622

Sojung Carol Park and Xiaoying Xie

Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis pp. 623-652

Hua Chen, John Cummins, Krupa Viswanathan and Mary Weiss

Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets pp. 653-682

Martin Eling and Sebastian D. Marek

Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective pp. 683-708

Nadine Gatzert and Andreas Kolb

Volume 81, issue 2, 2014

What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market pp. 241-269

Martin Eling and Dieter Kiesenbauer

The Relationship Between Regulatory Pressure and Insurer Risk Taking pp. 271-301

Wen-Chang Lin, Yi-Hsun Lai and Michael Powers

Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach pp. 303-334

Kabir K. Dutta and David Babbel

Insurance Ratemaking and a Gini Index pp. 335-366

Edward W. (Jed) Frees, Glenn Meyers and A. David Cummings

Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA) pp. 367-395

H. Huang, Moshe Milevsky and T. S. Salisbury

Insurance, Consumer Search, and Equilibrium Price Distributions pp. 397-429

Serife Akin and Brennan Platt

Optimal Design of the Attribution of Pension Fund Performance to Employees pp. 431-468

Heinz Müller and David Schiess

Mother of Invention: How the Government Created “Free-Market” Health Care, by Robert I. Field, 2014, Oxford, UK: Oxford University Press, 297 pp. ISBN 978-0-19-974675-0 pp. 469-472

Robert Lieberthal

Volume 81, issue 1, 2014

Does the Threat of Insurer Liability for “Bad Faith” Affect Insurance Settlements? pp. 1-26

Danial Asmat and Sharon Tennyson

Financial Bounds for Insurance Claims pp. 27-56

Carole Bernard and Steven Vanduffel

Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance pp. 57-90

Nadine Gatzert and Hannah Wesker

Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan pp. 91-112

Tsung-I Pao, Larry Y. Tzeng and Kili C. Wang

The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test pp. 113-158

Alexander Braun, Hato Schmeiser and Caroline Siegel

On the Use of Information in Oligopolistic Insurance Markets pp. 159-175

Iris Kesternich and Heiner Schumacher

Pension Conversion, Termination, and Wealth Transfers pp. 177-198

Joel T. Harper and Stephen D. Treanor

Optimum Hurricane Futures Hedge in a Warming Environment: A Risk–Return Jump-Diffusion Approach pp. 199-217

Carolyn W. Chang, Jack S. K. Chang and Min-Ming Wen

Risk-Minimizing Reinsurance Protection For Multivariate Risks pp. 219-236

K. C. Cheung, K. C. J. Sung and S. C. P. Yam