Journal: Journal of Risk and Insurance

Found 163 papers in total
Defined Benefit or Defined Contribution? A Study of Pension Choices
Defined Benefit or Defined Contribution? A Study of Pension Choices
2011,
We solve an empirically parameterized life‐cycle model of consumption and...
Does Insurance Help to Escape the Poverty Trap?–A Ruin Theoretic Approach
Does Insurance Help to Escape the Poverty Trap?–A Ruin Theoretic Approach
2011,
Poverty trapping refers to the fact that poor people in developing countries cannot...
Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
Commitment and Lapse Behavior in Long-Term Insurance: A Case Study
2011,
This article presents a case study of a portfolio of individual long‐term...
The Value of Enterprise Risk Management
The Value of Enterprise Risk Management
2011,
Enterprise risk management (ERM) has been the topic of increased media attention in...
Securitization of Longevity Risk Using Percentile Tranching
Securitization of Longevity Risk Using Percentile Tranching
2011,
Securitizations that transfer risk to the financial markets are a potential solution...
Canonical Valuation of Mortality-Linked Securities
Canonical Valuation of Mortality-Linked Securities
2011,
A fundamental question in the study of mortality‐linked securities is how to...
Longevity Risk Management in Singapore's National Pension System
Longevity Risk Management in Singapore's National Pension System
2011,
Although annuities are a theoretically appealing way to manage longevity risk, in the...
Understanding the Death Benefit Switch Option in Universal Life Policies
Understanding the Death Benefit Switch Option in Universal Life Policies
2011,
Universal life policies are the most popular insurance contract design in the United...
Can Micro Health Insurance Reduce Poverty? Evidence From Bangladesh
Can Micro Health Insurance Reduce Poverty? Evidence From Bangladesh
2011,
This article examines the impact of micro health insurance on poverty reduction in...
Crop Price Indemnified Loans for Farmers: A Pilot Experiment in Rural Ghana
Crop Price Indemnified Loans for Farmers: A Pilot Experiment in Rural Ghana
2011,
Farmers face a particular set of risks that complicate the decision to borrow. We use...
Participation in Micro Life Insurance and the Use of Other Financial Services in Ghana
Participation in Micro Life Insurance and the Use of Other Financial Services in Ghana
2011,
This article investigates households’ decisions to take up micro life insurance...
A New Premium Principle for Equity-Indexed Annuities
A New Premium Principle for Equity-Indexed Annuities
2011,
In this article, we introduce a premium principle for equity-indexed annuities (EIAs)....
The Performance of Microinsurance Programs: A Data Envelopment Analysis
The Performance of Microinsurance Programs: A Data Envelopment Analysis
2011,
The purpose of this research is to measure the performance of microinsurance programs...
Claims-Made and Reported Policies and Insurer Profitability in Medical Malpractice
Claims-Made and Reported Policies and Insurer Profitability in Medical Malpractice
2011,
The liability crisis of the 1970s led to the introduction of a new type of insurance...
Asymmetric Information and Countermeasures in Early Twentieth-Century American Short-Term Disability Microinsurance
Asymmetric Information and Countermeasures in Early Twentieth-Century American Short-Term Disability Microinsurance
2011,
American workers and employers a century ago formed microinsurance funds to provide...
Modeling operational risk with Bayesian networks
Modeling operational risk with Bayesian networks
2007,
Bayesian networks are an emerging tool for a wide range of risk management...
Wealth, income, and optimal insurance
Wealth, income, and optimal insurance
2007,
This article considers the decision to purchase insurance against possible losses of a...
A comparison of neural network, statistical methods, and variable choice for life insurers' financial distress prediction
A comparison of neural network, statistical methods, and variable choice for life insurers' financial distress prediction
2006,
This study examines the effect of the statistical/mathematical model selected and the...
A data-analytic method for forecasting next record catastrophe loss
A data-analytic method for forecasting next record catastrophe loss
2004,
We develop in this article a data-analytic method to forecast the severity of next...
Papers per page: