Journal: Journal of Risk and Insurance

Found 163 papers in total
Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective
Risk Measurement and Management of Operational Risk in Insurance Companies from an Enterprise Perspective
2014,
Operational risk can substantially impact an insurer's risk situation and is now...
Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property‐Casualty Insurers
Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property‐Casualty Insurers
2014,
This article analyzes the interconnectedness between reinsurers and U.S....
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty
2014,
The global financial crisis exposed financial institutions to severe unexpected losses...
Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets
Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets
2014,
We analyze the impact of factors related to corporate governance (i.e., compensation,...
Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis
Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis
2014,
This article uses daily market value data on credit default swap spreads and intraday...
Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case
Asymmetric Information, Self-selection, and Pricing of Insurance Contracts: The Simple No-Claims Case
2014,
This article presents an optional bonus‐malus contract based on a priori risk...
Heterogeneity of the Accident Externality from Driving
Heterogeneity of the Accident Externality from Driving
2014,
This article examines the accident externality from driving in terms of loss...
Tax Sharing in Insurance Markets: A Useful Parameterization
Tax Sharing in Insurance Markets: A Useful Parameterization
2014,
We use a principal–agent framework to evaluate the economic impacts of imposing...
The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees
The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees
2014,
Many equity‐linked life insurance products offer the possibility to surrender...
The×Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting
The×Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting
2014,
The purchase of index‐linked alternative risk transfer instruments can lead to...
Reflexivity in Competition-Originated Underwriting Cycles
Reflexivity in Competition-Originated Underwriting Cycles
2014,
This article addresses the fundamental observation that aggressive newcom‐ ers...
Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany
Asymmetric Information in the Market for Automobile Insurance: Evidence From Germany
2014,
Asymmetric information is an important phenomenon in insurance markets, but the...
Information Risk and the Cost of Capital
Information Risk and the Cost of Capital
2014,
This article applies a unique accruals measure to empirically test whether accruals...
Testing for Asymmetric Information Using ‘Unused Observables’ in Insurance Markets: Evidence from the U.K. Annuity Market
Testing for Asymmetric Information Using ‘Unused Observables’ in Insurance Markets: Evidence from the U.K. Annuity Market
2014,
This article tests for asymmetric information in the U.K. annuity market of the 1990s...
Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors
Estimating Outstanding Claim Liabilities: The Role of Unobserved Risk Factors
2014,
This article proposes a new method for estimating claim liabilities. Our approach is...
Multiple reference points and the demand for principal-protected life annuities: an experimental analysis
Multiple reference points and the demand for principal-protected life annuities: an experimental analysis
2016,
We conducted an experiment in which participants were confronted with an experimental...
Consumer-directed health plans: a review of the evidence
Consumer-directed health plans: a review of the evidence
2016,
The number of people enrolled in consumer‐directed health plans (CDHPs) has...
Hypothetical surveys and experimental studies of insurance demand: a review
Hypothetical surveys and experimental studies of insurance demand: a review
2016,
We offer a structured literature survey of experimental studies involving insurance...
Hidden regret in insurance markets
Hidden regret in insurance markets
2016,
We examine insurance markets with two‐dimensional asymmetric information on...
Willingness to pay for insurance in denmark
Willingness to pay for insurance in denmark
2016,
We estimate how much Danish households are willing to pay for auto, home, and house...
Framing and claiming: how information-framing affects expected social security claiming behavior
Framing and claiming: how information-framing affects expected social security claiming behavior
2016,
This article provides evidence that Social Security benefit claiming decisions are...
The dynamics of microinsurance demand in developing countries under liquidity constraints and insurer default risk
The dynamics of microinsurance demand in developing countries under liquidity constraints and insurer default risk
2016,
We study the dynamics of microinsurance demand by risk‐averse agents who can...
Evaluating the expected welfare gain from insurance
Evaluating the expected welfare gain from insurance
2016,
Economic theory tells us how to evaluate the expected welfare gain from insurance...
Insurance demand under prospect theory: a graphical analysis
Insurance demand under prospect theory: a graphical analysis
2016,
This article analyzes insurance demand under prospect theory in a simple model with...
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