Journal: Journal of Risk and Insurance

Found 163 papers in total
Assessing the Risks of Insuring Reputation Risk
Assessing the Risks of Insuring Reputation Risk
2016,
Reputation risk is becoming increasingly important, especially with the rapidly...
Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management
Self-Insurance, Self-Protection, and Saving: On Consumption Smoothing and Risk Management
2016,
This article studies the effect of risk preferences on self‐insurance and...
The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds
The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds
2016,
This article employs secondary market data to examine how natural catastrophes or...
The Valuation of Lifetime Health Insurance Policies with Limited Coverage
The Valuation of Lifetime Health Insurance Policies with Limited Coverage
2016,
In adopting a traditional actuarial view, insurance companies often use expected...
A Test of Asymmetric Learning in Competitive Insurance With Partial Information Sharing
A Test of Asymmetric Learning in Competitive Insurance With Partial Information Sharing
2016,
This article examines whether an insurer could gain advantageous information on repeat...
Pension Conversion, Termination, and Wealth Transfers
Pension Conversion, Termination, and Wealth Transfers
2014,
This article explores the motivation to change their defined benefit pension plan by...
The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test
The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test
2014,
In this article, we conduct an in‐depth analysis of the impact of private...
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk‐Return Jump-Diffusion Approach
Optimum Hurricane Futures Hedge in a Warming Environment: A Risk‐Return Jump-Diffusion Approach
2014,
We develop an optimum risk–return hurricane hedge model in a doubly stochastic...
Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance
Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance
2014,
Mortality risk is a key risk factor for life insurance companies and can have a...
Financial Bounds for Insurance Claims
Financial Bounds for Insurance Claims
2014,
In this article, insurance claims are priced using an indifference pricing principle....
Does the Threat of Insurer Liability for ‘Bad Faith’ Affect Insurance Settlements?
Does the Threat of Insurer Liability for ‘Bad Faith’ Affect Insurance Settlements?
2014,
Economic reasoning predicts that policyholders in states that treat for insurer bad...
On the Use of Information in Oligopolistic Insurance Markets
On the Use of Information in Oligopolistic Insurance Markets
2014,
We analyze the use of information in an oligopolistic insurance market with costly...
Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan
Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan
2014,
We present evidence to support the existence of opportunistic fraud in the automobile...
Risk-Minimizing Reinsurance Protection For Multivariate Risks
Risk-Minimizing Reinsurance Protection For Multivariate Risks
2014,
In this article, we study the problem of optimal reinsurance policy for multivariate...
The Relationship Between Regulatory Pressure and Insurer Risk Taking
The Relationship Between Regulatory Pressure and Insurer Risk Taking
2014,
The article examines the risk‐taking behavior of property–liability...
Optimal Design of the Attribution of Pension Fund Performance to Employees
Optimal Design of the Attribution of Pension Fund Performance to Employees
2014,
The article analyzes risk sharing in a defined contribution pension fund in continuous...
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)
2014,
We analyze an insurance instrument called a ruin‐contingent life annuity...
What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market
What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market
2014,
With the largest data set ever used for this purpose (covering more than 1 million...
Insurance, Consumer Search, and Equilibrium Price Distributions
Insurance, Consumer Search, and Equilibrium Price Distributions
2014,
We examine a service market with two frictions: search is required to obtain price...
Insurance Ratemaking and a Gini Index
Insurance Ratemaking and a Gini Index
2014,
Welfare economics uses Lorenz curves to display skewed income distributions and Gini...
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach
2014,
At large financial institutions, operational risk is gaining the same importance as...
Why (Re)insurance is Not Systemic
Why (Re)insurance is Not Systemic
2014,
The traditional model of (re)insurance lacks the elements that make a financial...
External Financing in the Life Insurance Industry: Evidence From the Financial Crisis
External Financing in the Life Insurance Industry: Evidence From the Financial Crisis
2014,
The financial crisis and subsequent recession generated sizable operating losses for...
Systemic Risk and The U.S. Insurance Sector
Systemic Risk and The U.S. Insurance Sector
2014,
This article examines the potential for the U.S. insurance industry to cause systemic...
Papers per page: