Journal: Journal of Risk and Insurance

Found 163 papers in total
Optimal Social Insurance for Heterogeneous Agents With Private Insurance
Optimal Social Insurance for Heterogeneous Agents With Private Insurance
2016,
This article analytically characterizes optimal social insurance in an economy with...
Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics
Who is Changing Health Insurance Coverage? Empirical Evidence on Policyholder Dynamics
2016,
Long‐term health insurance contracts provide policyholders with the option of...
Yes, No, Perhaps? Premium Risk and Guaranteed Renewable Insurance Contracts With Heterogeneous Incomplete Private Information
Yes, No, Perhaps? Premium Risk and Guaranteed Renewable Insurance Contracts With Heterogeneous Incomplete Private Information
2016,
The article shows that heterogeneous incomplete private information can explain the...
Portfolio Choice in Retirement–What is The Optimal Home Equity Release Product?
Portfolio Choice in Retirement–What is The Optimal Home Equity Release Product?
2016,
We study the decision problem of the optimal choice between home equity release...
The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks
The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks
2016,
The recent financial crisis has posed new challenges to the pricing issue of mortgage...
Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?
Information and Insurer Financial Strength Ratings: Do Short Sellers Anticipate Ratings Changes?
2016,
Ratings of financial institutions have been shown to provide informational value as...
The Income Elasticity of Nonlife Insurance: A Reassessment
The Income Elasticity of Nonlife Insurance: A Reassessment
2016,
In aggregate insurance regressions at the country level, the question whether...
The Cost of Counterparty Risk and Collateralization in Longevity Swaps
The Cost of Counterparty Risk and Collateralization in Longevity Swaps
2016,
Derivative longevity risk solutions, such as bespoke and indexed longevity swaps,...
Lender Exposure and Effort in the Syndicated Loan Market
Lender Exposure and Effort in the Syndicated Loan Market
2015,
This article tests for asymmetric information problems between the lead arranger and...
An OLG Model for Optimal Investment and Insurance Decisions
An OLG Model for Optimal Investment and Insurance Decisions
2015,
This article uses overlapping generation (OLG) model to study individuals' optimal...
Solvency analysis and prediction in property‐casualty insurance: incorporating economic and market predictors
Solvency analysis and prediction in property‐casualty insurance: incorporating economic and market predictors
2015,
This article extends the insolvency prediction literature by incorporating...
Longevity selection and liabilities in public sector pension funds
Longevity selection and liabilities in public sector pension funds
2015,
This article assesses the cost and risk faced by public sector, defined benefit plan...
Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
Economic Pricing of Mortality-Linked Securities: A Tâtonnement Approach
2015,
In previous research on pricing mortality‐linked securities, the...
Nonexclusivity, Linear Pricing, and Annuity Market Screening
Nonexclusivity, Linear Pricing, and Annuity Market Screening
2015,
I develop a graphical approach for studying two‐type adverse‐selection...
Uncertain Bequest Needs and Long-Term Insurance Contracts
Uncertain Bequest Needs and Long-Term Insurance Contracts
2015,
We examine how long‐term life insurance contracts can be designed to...
The Impact of Insurer Name Changes on The Demand for Insurance
The Impact of Insurer Name Changes on The Demand for Insurance
2015,
Corporate name changes are relatively common events, with some evidence suggesting...
The Cost of Duplicative Regulation: Evidence From Risk Retention Groups
The Cost of Duplicative Regulation: Evidence From Risk Retention Groups
2012,
A vast majority of insurers are regulated by each state in which they conduct...
Optimal Capital Allocation Principles
Optimal Capital Allocation Principles
2012,
This article develops a unifying framework for allocating the aggregate capital of a...
Do Small-Group Health Insurance Regulations Influence Small Business Size?
Do Small-Group Health Insurance Regulations Influence Small Business Size?
2012,
State small‐group health insurance reforms, implemented in the 1990s, aimed at...
Enterprise Risk Management Through Strategic Allocation of Capital
Enterprise Risk Management Through Strategic Allocation of Capital
2012,
This article presents a conceptual framework for operationalizing strategic enterprise...
Performance and Risks of Open-End Life Settlement Funds
Performance and Risks of Open-End Life Settlement Funds
2012,
In this article, we comprehensively analyze open‐end funds dedicated to...
Self-Insurance and Self-Protection as Public Goods
Self-Insurance and Self-Protection as Public Goods
2012,
Many public goods provide utility by insuring against hazardous events. Those public...
The Value of Contingent Commissions in the Property–Casualty Insurance Industry: Evidence From Stock Market Returns
The Value of Contingent Commissions in the Property–Casualty Insurance Industry: Evidence From Stock Market Returns
2012,
Insurance producer compensation has incorporated contingent commissions for decades....
Risk Aversion and the Value of Risk to Life
Risk Aversion and the Value of Risk to Life
2012,
The standard literature on the value of life relies on Yaari’s (1965) model,...
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