Journal: Journal of Risk and Insurance

Found 163 papers in total
Asymmetric Information in the Home Insurance Market
Asymmetric Information in the Home Insurance Market
2017,
We test for the presence of asymmetric information in the home insurance market on a...
Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
Portfolio Optimization Under Solvency II: Implicit Constraints Imposed by the Market Risk Standard Formula
2017,
We optimize a life insurance company's asset allocation in the context of classical...
The Influence of Affect on Heuristic Thinking in Insurance Demand
The Influence of Affect on Heuristic Thinking in Insurance Demand
2017,
Heuristic thinking can influence human behavior in decisions under risk and...
Organizational Form, Ownership Structure, and CEO Turnover: Evidence From the Property‐Casualty Insurance Industry
Organizational Form, Ownership Structure, and CEO Turnover: Evidence From the Property‐Casualty Insurance Industry
2017,
We investigate the role of organizational form and ownership structure in corporate...
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
Pricing in the Primary Market for Cat Bonds: New Empirical Evidence
2016,
We present empirical evidence from the primary market for cat bonds, which provides...
Interactions Between Risk Taking, Capital, and Reinsurance for Property‐Liability Insurance Firms
Interactions Between Risk Taking, Capital, and Reinsurance for Property‐Liability Insurance Firms
2016,
Financial theory has long recognized the structural relationship between capital and...
Net Contribution, Liquidity, and Optimal Pension Management
Net Contribution, Liquidity, and Optimal Pension Management
2016,
This article presents an optimal portfolio balancing strategy for a pension fund...
On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior
On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of Dynamic Policyholder Behavior
2016,
We empirically analyze surrender behavior for variable annuity contracts using...
Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns
Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns
2016,
We investigate the effect major catastrophes are expected to have on equilibrium price...
Managing Weather Risks: The Case of J. League Soccer Teams in Japan
Managing Weather Risks: The Case of J. League Soccer Teams in Japan
2016,
Weather‐related risks present significant concerns for businesses worldwide....
Parameter Uncertainty and Residual Estimation Risk
Parameter Uncertainty and Residual Estimation Risk
2016,
The notion of residual estimation risk is introduced to quantify the impact of...
Do the Better Insured Cause More Damage? Testing for Asymmetric Information in Car Insurance
Do the Better Insured Cause More Damage? Testing for Asymmetric Information in Car Insurance
2015,
This article tests for the presence of asymmetric information in Dutch car insurance...
Directors' and Officers' Liability Insurance, Corporate Risk and Risk Taking: New Panel Data Evidence on The Role of Directors' and Officers' Liability Insurance
Directors' and Officers' Liability Insurance, Corporate Risk and Risk Taking: New Panel Data Evidence on The Role of Directors' and Officers' Liability Insurance
2015,
This article develops and tests hypotheses regarding the relationship between...
On Lawsuits, Corporate Governance, and Directors' and Officers' Liability Insurance
On Lawsuits, Corporate Governance, and Directors' and Officers' Liability Insurance
2015,
We examine whether information about firms' directors' and officers' (D&O)...
Precautionary Effort: Another Trait for Prudence
Precautionary Effort: Another Trait for Prudence
2015,
This article shows that, in the temporal model of Eeckhoudt, Huang, and Tzeng (),...
The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan
The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan
2015,
Starting in 2009, the Labor Insurance (LI) program in Taiwan has allowed workers to...
Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies
Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies
2015,
This article introduces a new rationale for the existence of ‘directors’...
Insurance Fraud in the Workplace? Evidence From a Dependent Verification Program
Insurance Fraud in the Workplace? Evidence From a Dependent Verification Program
2015,
Many employers have implemented dependent verification (DV) programs, which aim to...
The Capitalization of Insurance Premiums in House Prices
The Capitalization of Insurance Premiums in House Prices
2015,
This study uses Miami‐Dade County, Florida home sales, and Citizens Property...
Separation Without Exclusion in Financial Insurance
Separation Without Exclusion in Financial Insurance
2015,
This article develops a model of linearly priced financial insurance sold by...
Estimation of Truncated Data Samples in Operational Risk Modeling
Estimation of Truncated Data Samples in Operational Risk Modeling
2016,
This article addresses challenges of estimating operational risk regulatory capital...
Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers
Cross-Industry Product Diversification and Contagion in Risk and Return: The case of Bank-Insurance and Insurance-Bank Takeovers
2016,
We investigate the impact of domestic/international bancassurance deals on the...
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
2016,
A general methodology for modeling loss data depending on covariates is developed. The...
The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates
The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates
2016,
Many assume that in the short run, annuity prices promptly and efficiently respond to...
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