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Property, Casualty & Life Insurance eJournal

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Viewing: 1 - 50 of 1,320 papers

1.

Non-Life Insurance: Mathematics & Statistics

Number of pages: 301 Posted: 03 Sep 2013 Last Revised: 25 Mar 2019
Working Paper Series
RiskLab, ETH Zurich
Downloads 8,629
2.

Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 21, MIT Sloan Research Paper No. 4774-10, AFA 2011 Denver Meetings Paper, CAREFIN Research Paper No. 12/2010
Number of pages: 57 Posted: 23 Nov 2011 Last Revised: 25 Apr 2012
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Sloan School of Management, University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance and Goethe University Frankfurt - Faculty of Economics and Business Administration
Downloads 4,888
3.

Data Analytics for Non-Life Insurance Pricing

Swiss Finance Institute Research Paper No. 16-68
Number of pages: 241 Posted: 17 Nov 2016 Last Revised: 05 Jun 2019
Working Paper Series
RiskLab, ETH Zurich and AXA-Winterthur
Downloads 4,428
4.

Shadow Insurance

Econometrica, Vol. 84, No. 3, 2016, Swiss Finance Institute Research Paper No. 14-64
Number of pages: 50 Posted: 06 Sep 2013 Last Revised: 19 May 2016
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 3,101
5.

Productivity and Efficiency in Insurance: An Overview of the Issues

96-57
Number of pages: 62 Posted: 06 May 1997
Working Paper Series
University of Alabama - Culverhouse College of Commerce & Business Administration and Temple University - Risk Management & Insurance & Actuarial Science
Downloads 2,662
6.

Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information

Number of pages: 13 Posted: 31 Jul 2012 Last Revised: 16 Mar 2014
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads 2,372
7.

Machine Learning in Individual Claims Reserving

Swiss Finance Institute Research Paper No. 16-67
Number of pages: 19 Posted: 11 Nov 2016 Last Revised: 29 Mar 2017
Working Paper Series
RiskLab, ETH Zurich
Downloads 1,956
8.

Analysis and Valuation of Insurance Companies

CE|ASA (Center for Excellence in Accounting and Security Analysis) Industry Study No. 2
Number of pages: 182 Posted: 13 Jan 2011 Last Revised: 14 Aug 2011
Working Paper Series
Columbia University - Columbia Business School
Downloads 1,946
9.

Reaching for Yield in the Bond Market

Harvard Business School Finance Working Paper No. 12-103, Journal of Finance, Volume 70 (5), 1863-1902, 2015
Number of pages: 54 Posted: 24 May 2012 Last Revised: 15 Feb 2018
Accepted Paper Series
Stockholm School of Economics and Harvard University

Multiple version iconThere are 3 versions of this paper

Downloads 1,502
10.

Claims Run-Off Uncertainty: The Full Picture

Swiss Finance Institute Research Paper No. 14-69
Number of pages: 45 Posted: 15 Nov 2014 Last Revised: 03 Jul 2015
Working Paper Series
University of Hamburg and RiskLab, ETH Zurich
Downloads 1,366
11.

The Cost of Financial Frictions for Life Insurers

American Economic Review, Vol. 105, No. 1, 2015, Chicago Booth Research Paper No. 12-30, Fama-Miller Working Paper
Number of pages: 42 Posted: 31 Mar 2012 Last Revised: 13 Nov 2014
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,346
12.

Stochastic Claims Reserving Manual: Advances in Dynamic Modeling

Swiss Finance Institute Research Paper No. 15-34
Number of pages: 322 Posted: 23 Aug 2015
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads 1,326
13.

Performance Measurement and Insurance Liabilities

Number of pages: 31 Posted: 24 May 2000
Working Paper Series
University of Groningen - Faculty of Economics and Business and University of Groningen
Downloads 1,296
14.

Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach

Number of pages: 23 Posted: 26 Feb 2013
Working Paper Series
York University - Schulich School of Business, York University - Department of Mathematics and Statistics and York University
Downloads 1,267
15.

In Search of Habitat

Number of pages: 66 Posted: 19 Apr 2012 Last Revised: 05 Feb 2019
Working Paper Series
Shanghai University of Finance and Economics, University of Massachusetts Dartmouth, University of Iowa - Henry B. Tippie College of Business and University of Cincinnati - Department of Finance - Real Estate
Downloads 1,214
16.

The Nature of Risk Preferences: Evidence from Insurance Choices

American Economic Review, Vol. 103, No. 6, pp. 2499-2529, 2013
Number of pages: 83 Posted: 24 Jul 2010 Last Revised: 07 Dec 2013
Accepted Paper Series
Cornell University, Cornell University - Department of Economics, Cornell University - Department of Economics and Georgetown University Law Center

Multiple version iconThere are 2 versions of this paper

Downloads 1,199
17.

Imperfect Competition in Selection Markets

Review of Economics and Statistics, Forthcoming
Number of pages: 54 Posted: 30 Dec 2013 Last Revised: 12 Jul 2016
Accepted Paper Series
University of Chicago Booth School of Business and Microsoft Research New York City

Multiple version iconThere are 2 versions of this paper

Downloads 1,179
18.

The Factors that Affect the Demands of Family Takaful Schemes in Malaysia

Number of pages: 14 Posted: 11 Jun 2013
Working Paper Series
Twinkle College
Downloads 1,109
19.

Statistical Machine Learning and Data Analytic Methods for Risk and Insurance

Number of pages: 309 Posted: 11 Oct 2017 Last Revised: 11 Dec 2017
Working Paper Series
Department of Actuarial Mathematics and Statistics, Heriot-Watt University
Downloads 1,103
20.

Do Firms Issuing Equity Manage Their Earnings? Evidence from the Property-Casualty Insurance Industry

Number of pages: 40 Posted: 24 Jan 2000
Working Paper Series
Stanford University, Stanford University and Texas Christian University - Department of Accounting
Downloads 1,079
21.

Mergers and Shareholders' Wealth in the Insurance Industry

EFMA 2001 Lugano Meetings
Number of pages: 25 Posted: 21 Apr 2001
Working Paper Series
Catholic University of the Sacred Heart of Milan - Department of Economics and Business Administration and Catholic University of Milan
Downloads 1,045
22.

Management of the Loss Reserve Accrual and the Distribution of Earnings in the Property-Casualty Insurance Industry

Number of pages: 43 Posted: 21 Nov 2000
Working Paper Series
Stanford University, Stanford University and Texas Christian University - Department of Accounting
Downloads 1,026
23.

Neural Networks Applied to Chain-Ladder Reserving

Number of pages: 26 Posted: 10 May 2017 Last Revised: 19 Jul 2018
Working Paper Series
RiskLab, ETH Zurich
Downloads 1,009
24.

Regulating Systemic Risk in Insurance

University of Chicago Law Review, Vol. 81, No. 4, 2014, Minnesota Legal Studies Research Paper No. 14-18
Number of pages: 72 Posted: 06 Mar 2014 Last Revised: 10 Jan 2015
Accepted Paper Series
University of Minnesota Law School and Duke University School of Law
Downloads 969
25.

Insurance Rates Regulation in Comparison with Open Competition

Connecticut Insurance Law Journal, Vol. 18, No. 1, 2012
Number of pages: 60 Posted: 02 May 2012 Last Revised: 14 Nov 2018
Accepted Paper Series
Bocconi University - Department of Law
Downloads 959
26.

Valuing the Global Mortality Consequences of Climate Change Accounting for Adaptation Costs and Benefits

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2018-51
Number of pages: 115 Posted: 01 Aug 2018 Last Revised: 02 Aug 2018
Working Paper Series
University of California, Berkeley, Rhodium Group, University of Chicago - Department of Economics, Rhodium Group, University of California, Berkeley, University of California, Berkeley - Department of Agricultural & Resource Economics, Harris Public Policy, University of Chicago, Rutgers, The State University of New Jersey - New Brunswick/Piscataway, Rhodium Group, University of Chicago - Department of Economics, London School of Economics & Political Science (LSE) - Grantham Research Institute on Climate Change and the Environment, University of Chicago, University of Chicago, Booth School of Business, Rhodium Group, Analysis Group, Inc., Rutgers, The State University of New Jersey - Department of Earth and Planetary Sciences and Columbia University, School of International & Public Affairs (SIPA)
Downloads 952
27.

Cat Bonds and Other Risk-Linked Securities: Product Design and Evolution of the Market

Number of pages: 22 Posted: 03 Feb 2012
Working Paper Series
Temple University - Risk Management & Insurance & Actuarial Science
Downloads 947
28.

The Shareholder Wealth Effects of Insurance Securitization: Preliminary Evidence from the Catastrophe Bond Market

Journal of Financial Services Research, Forthcoming
Number of pages: 37 Posted: 03 Dec 2010 Last Revised: 01 Aug 2012
Working Paper Series
Independent, University of Edinburgh - Business School and University of Leeds - Division of Accounting and Finance
Downloads 919
29.

Case Study: French Motor Third-Party Liability Claims

Number of pages: 39 Posted: 18 Apr 2018 Last Revised: 14 Nov 2018
Working Paper Series
PartnerRe Ltd - PartnerRe Holdings Europe Limited, SIGNAL IDUNA Reinsurance Ltd and RiskLab, ETH Zurich
Downloads 878
30.

The Capital Structure of Insurers: Theory and Evidence

Sauder School of Business Working Paper
Number of pages: 21 Posted: 23 Jan 1998
Working Paper Series
Greenwich Capital Markets, Inc. and University of British Columbia (UBC) - Division of Finance
Downloads 858
31.

Embedded Options and Integrated Asset-Liability Management for Life Insurance

Seminario de Matematica Financiera, Vol. 3, pp. 203-218, 2003
Number of pages: 18 Posted: 20 Mar 2004
Accepted Paper Series
Financial Advisory Services
Downloads 841
32.

'You Want Insurance with That?' Using Behavioral Economics to Protect Consumers from Add-on Insurance Products

Connecticut Insurance Law Journal, Vol. 20, Pg. 1, 2013, U of Penn, Inst for Law & Econ Research Paper No. 13-1
Number of pages: 61 Posted: 12 Jan 2013 Last Revised: 09 May 2014
Accepted Paper Series
University of Pennsylvania Law School and University of Connecticut - School of Law
Downloads 812
33.

Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates

EFA 2001 Barcelona Meetings
Number of pages: 26 Posted: 14 Jul 2001
Working Paper Series
Università degli Studi di Trieste and Norwegian School of Economics (NHH)
Downloads 804
34.

Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading

Journal of Finance, Forthcoming
Number of pages: 108 Posted: 14 Dec 2011 Last Revised: 15 Jun 2016
Accepted Paper Series
Indiana University - Kelley School of Business - Department of Finance, Southern Methodist University (SMU) - Finance Department, University of North Carolina Kenan-Flagler Business School and Fordham University

Multiple version iconThere are 3 versions of this paper

Downloads 795
35.

The Fragility of Market Risk Insurance

Becker Friedman Institute for Research in Economics Working Paper No. 2018-9
Number of pages: 45 Posted: 24 May 2017 Last Revised: 16 May 2018
Working Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 772
36.

Portfolio Similarity and Asset Liquidation in the Insurance Industry

Number of pages: 54 Posted: 10 Oct 2017 Last Revised: 14 Aug 2018
Working Paper Series
Securities and Exchange Commission, Lehigh University - College of Business, University of Nebraska - Lincoln, Goethe University Frankfurt - Faculty of Economics and Business Administration and University of Massachusetts at Amherst - Eugene M. Isenberg School of Management - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 758
37.

The Incentive Effects of No Fault Automobile Insurance

Number of pages: 46 Posted: 12 Apr 2001
Working Paper Series
Temple University - Risk Management & Insurance & Actuarial Science, Temple University and Georgia State University - Risk Management & Insurance Department
Downloads 726
38.

Strategic Asset Allocation and Risk Budgeting for Insurers Under Solvency II

Number of pages: 46 Posted: 11 Jan 2017 Last Revised: 17 Jan 2017
Working Paper Series
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 691
39.

Deregulation, Consolidation, and Efficiency: Evidence from the Spanish Insurance Industry

Wharton Financial Institutions Center Working Paper No. 02-01
Number of pages: 52 Posted: 17 Feb 2002
Working Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and University of Malaga - Finance & Accounting
Downloads 671
40.

The Impact of LPG on Life Insurance Corporation of India (LIC)

Asia Pacific Journal of Finance and Banking Research, Vol. 3, No. 3, July 2009
Number of pages: 12 Posted: 19 Jan 2010
Accepted Paper Series
Annamalai University and Annamalai University
Downloads 665
41.

Gestion des Risques: Histoire, Définition et Critique (Risk Management: History, Definition and Criticism)

Number of pages: 22 Posted: 09 Jan 2013 Last Revised: 12 Mar 2013
Working Paper Series
HEC Montreal - Department of Finance
Downloads 645
42.

A Linear Pricing Model for Life Insurance Policies

Number of pages: 10 Posted: 21 Jan 2012
Working Paper Series
Alliance Business School (ABS) and Alliance University - School of Business
Downloads 643
43.

Systemic Risk and the U.S. Insurance Sector

Number of pages: 53 Posted: 15 Dec 2010 Last Revised: 20 Apr 2014
Working Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and Temple University

Multiple version iconThere are 2 versions of this paper

Downloads 641
44.

Inter-Industry Contagion and the Competitive Effects of Financial Distress Announcements: Evidence from Commercial Banks and Life Insurance Companies

FRB of Chicago Working Paper No. 2002-23
Number of pages: 67 Posted: 27 Mar 2003
Working Paper Series
DePaul University - Department of Finance and Culverhouse College of Business, University of Alabama
Downloads 640
45.

The Impact of Enterprise Risk Management on Capital Allocation in Insurance Companies

Number of pages: 32 Posted: 16 Aug 2011
Working Paper Series
Brunel University London - Brunel Business School
Downloads 637
46.

Micro-Level Stochastic Loss Reserving for General Insurance

Number of pages: 24 Posted: 04 Jun 2010 Last Revised: 17 May 2017
Working Paper Series
KU LeuvenUniversity of Amsterdam and Richard Plat Consultancy
Downloads 632
47.

Life Annuities: An Optimal Product for Retirement Income

CFA Institute Research Foundation Monograph
Number of pages: 150 Posted: 01 Mar 2015
Accepted Paper Series
York University - Schulich School of Business
Downloads 618
48.

Risk of Life Insurers: Recent Trends and Transmission Mechanisms

The Economics, Regulation, and Systemic Risk of Insurance Markets, 2017
Number of pages: 30 Posted: 21 Sep 2015 Last Revised: 15 Jan 2017
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 617
49.

Optimal Capital Structure for Insurance Companies

Netspar Discussion Paper No. 11/2010-073
Number of pages: 38 Posted: 24 Dec 2010
Working Paper Series
University of Amsterdam - Department of Quantitative Economics (KE) and University of Amsterdam - Finance Group
Downloads 607
50.

Relative Valuation of U.S. Insurance Companies

Review of Accounting Studies, Forthcoming, Columbia Business School Research Paper No. 12-3
Number of pages: 57 Posted: 07 Jan 2012
Accepted Paper Series
Columbia University - Columbia Business School
Downloads 603