1.
Non-Life Insurance: Mathematics & Statistics
Number of pages: 315
Posted: 03 Sep 2013
Last Revised: 17 Dec 2020
Working Paper Series
RiskLab, ETH Zurich
Downloads
14,156
2.
Data Analytics for Non-Life Insurance Pricing
Swiss Finance Institute Research Paper No. 16-68
Number of pages: 240
Posted: 17 Nov 2016
Last Revised: 27 Oct 2021
Working Paper Series
RiskLab, ETH Zurich and AXA-Winterthur
Downloads
9,531
3.
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: 28 Feb 2021
Working Paper Series
University of Venice - Department of EconomicsCa Foscari University of Venice - Dipartimento di Economia, Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering, 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
5,415
4.
Case Study: French Motor Third-Party Liability Claims
Number of pages: 41
Posted: 18 Apr 2018
Last Revised: 05 Mar 2020
Working Paper Series
PartnerRe Ltd - PartnerRe Holdings Europe Limited, SIGNAL IDUNA Reinsurance Ltd and RiskLab, ETH Zurich
Downloads
4,045
5.
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
There are 2 versions of this paper
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
Downloads
3,359
Shadow Insurance
NBER Working Paper No. w19568
Number of pages: 51
Posted: 25 Oct 2013
Last Revised: 20 Dec 2021
Downloads
64
Downloads
3,359
6.
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
2,825
7.
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
2,730
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
2,443
9.
Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information
WBS Finance Group Research Paper No. 190
Number of pages: 13
Posted: 31 Jul 2012
Last Revised: 26 Dec 2019
Working Paper Series
University of Warwick - Finance Group and University of Warwick - Warwick Business School
Downloads
2,395
10.
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: 158
Posted: 01 Aug 2018
Last Revised: 16 Aug 2021
Working Paper Series
University of Chicago, Harris Public Policy, University of Chicago, Rhodium Group, University of Chicago - Department of Economics, Rhodium Group, University of California, Berkeley, University of California, Berkeley - Department of Agricultural & Resource Economics, 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, Analysis Group, Inc., Rutgers, The State University of New Jersey - Department of Earth and Planetary Sciences and Washington and Lee University - Williams School of Commerce, Economics, and Politics
There are 3 versions of this paper
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: 158
Posted: 01 Aug 2018
Last Revised: 16 Aug 2021
Downloads
2,222
Valuing the Global Mortality Consequences of Climate Change Accounting for Adaptation Costs and Benefits
NBER Working Paper No. w27599
Number of pages: 56
Posted: 04 Aug 2020
Last Revised: 29 Nov 2021
Downloads
32
Valuing the Global Mortality Consequences of Climate Change Accounting for Adaptation Costs and Benefits
Number of pages: 162
Posted: 18 Aug 2020
Last Revised: 22 Sep 2021
Downloads
1
Downloads
2,222
11.
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
1,943
12.
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
University College London - Department of Statistical ScienceUniversity of California Santa Barbara
Downloads
1,939
13.
Statistical Foundations of Actuarial Learning and its Applications
Number of pages: 444
Posted: 21 Apr 2021
Last Revised: 03 Nov 2021
Working Paper Series
RiskLab, ETH Zurich and University of Hamburg
Downloads
1,875
14.
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
1,872
15.
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
1,721
16.
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
There are 3 versions of this paper
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
Downloads
1,680
Reaching for Yield in the Bond Market
NBER Working Paper No. w18909
Number of pages: 56
Posted: 22 Mar 2013
Last Revised: 02 Sep 2021
Downloads
30
Downloads
1,680
17.
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
1,637
18.
The Fragility of Market Risk Insurance
Becker Friedman Institute for Research in Economics Working Paper No. 2018-9
Number of pages: 60
Posted: 24 May 2017
Last Revised: 01 Jul 2021
Accepted Paper Series
University of Chicago - Booth School of Business and Princeton University - Department of Economics
There are 3 versions of this paper
The Fragility of Market Risk Insurance
Becker Friedman Institute for Research in Economics Working Paper No. 2018-9
Number of pages: 60
Posted: 24 May 2017
Last Revised: 01 Jul 2021
Downloads
1,571
The Fragility of Market Risk Insurance
NBER Working Paper No. w24182
Number of pages: 59
Posted: 09 Jan 2018
Last Revised: 30 Jul 2021
Downloads
50
Downloads
1,571
19.
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
There are 2 versions of this paper
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
Downloads
1,551
The Cost of Financial Frictions for Life Insurers
NBER Working Paper No. w18321
Number of pages: 43
Posted: 18 Aug 2012
Last Revised: 25 Jul 2021
Downloads
43
Downloads
1,551
20.
Consolidation in the European Insurance Industry: Do Mergers and Acquisitions Create Value for Shareholders?
Number of pages: 52
Posted: 01 Jul 2004
Working Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and Temple University
Downloads
1,479
21.
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 UniversityYork University - Department of Mathematics and Statistics and York University
Downloads
1,444
22.
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
There are 2 versions of this paper
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
Downloads
1,324
The Nature of Risk Preferences: Evidence from Insurance Choices
Number of pages: 42
Posted: 21 Sep 2012
Downloads
177
Downloads
1,324
23.
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
1,319
24.
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
1,263
25.
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
There are 2 versions of this paper
Imperfect Competition in Selection Markets
Review of Economics and Statistics, Forthcoming
Number of pages: 54
Posted: 30 Dec 2013
Last Revised: 12 Jul 2016
Downloads
1,243
Imperfect Competition in Selection Markets
NBER Working Paper No. w20411
Number of pages: 58
Posted: 25 Aug 2014
Last Revised: 10 Oct 2021
Downloads
17
Downloads
1,243
26.
In Search of Habitat
Number of pages: 72
Posted: 19 Apr 2012
Last Revised: 04 Jun 2021
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
1,238
27.
An Empirical Analysis of Life Insurance Industry in India
International Journal of Multidisciplinary Research, Vol. 1, No. 7, pp. 62-73, 2011
Number of pages: 12
Posted: 15 Jun 2014
Accepted Paper Series
Mittal School of Business, Lovely Professional University and Lovely Professional University
Downloads
1,200
28.
Mergers and Shareholders' Wealth in the Insurance Industry
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
1,156
29.
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)Mahidol University - College of Management
Downloads
1,124
30.
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
1,096
31.
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
1,094
32.
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
1,054
33.
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
1,042
34.
How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums
Journal of Finance, Forthcoming
Number of pages: 106
Posted: 10 Nov 2017
Last Revised: 28 Oct 2021
Accepted Paper Series
New York University (NYU) - Department of Finance
Downloads
1,039
35.
Portfolio Similarity and Asset Liquidation in the Insurance Industry
Number of pages: 59
Posted: 10 Oct 2017
Last Revised: 14 Jul 2020
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
There are 2 versions of this paper
Portfolio Similarity and Asset Liquidation in the Insurance Industry
Number of pages: 59
Posted: 10 Oct 2017
Last Revised: 14 Jul 2020
Downloads
1,036
Portfolio Similarity and Asset Liquidation in the Insurance Industry
SAFE Working Paper No. 224
Number of pages: 56
Posted: 27 Aug 2018
Last Revised: 28 Aug 2018
Downloads
147
Downloads
1,036
36.
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
993
37.
Medical Malpractice and the Insurance Underwriting Cycle
Number of pages: 46
Posted: 09 Jun 2005
Accepted Paper Series
University of Pennsylvania Carey Law School
Downloads
977
38.
The Actuary and IBNR Techniques: A Machine Learning Approach
Number of pages: 53
Posted: 11 Nov 2020
Last Revised: 13 Nov 2020
Working Paper Series
QED Actuaries and Consultants and Old Mutual Insure
Downloads
974
39.
A Neural Network Extension of the Lee-Carter Model to Multiple Populations
Number of pages: 21
Posted: 01 Nov 2018
Last Revised: 07 Nov 2018
Working Paper Series
Old Mutual Insure and RiskLab, ETH Zurich
Downloads
945
40.
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, King's College London - King's Business School and University of Leeds - Division of Accounting and Finance
Downloads
936
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
907
42.
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
893
43.
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
There are 2 versions of this paper
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
Downloads
892
Risk of Life Insurers: Recent Trends and Transmission Mechanisms
NBER Working Paper No. w23365
Number of pages: 31
Posted: 01 May 2017
Last Revised: 05 Nov 2021
Downloads
74
Downloads
892
44.
'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 Carey Law School and University of Connecticut - School of Law
Downloads
890
45.
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
879
46.
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
There are 3 versions of this paper
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
Downloads
876
Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
Journal of Finance, Forthcoming, Kelley School of Business Research Paper No. 2014-40
Number of pages: 108
Posted: 23 Jan 2012
Last Revised: 15 Apr 2015
Downloads
173
Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
Number of pages: 59
Posted: 02 Mar 2015
Downloads
876
47.
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
875
48.
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
Pictet Asset Management SA
Downloads
854
49.
Design and Pricing of Equity-Linked Life Insurance Under Stochastic Interest Rates
Number of pages: 26
Posted: 14 Jul 2001
Working Paper Series
Università degli Studi di Trieste and Norwegian School of Economics (NHH)
Downloads
840
50.
Agent and Broker Intermediaries in Insurance Markets - an Empirical Analysis of Market Outcomes
Thunen-Series of Applied Economic Theory Working Paper No. 34
Number of pages: 32
Posted: 27 Jan 2005
Working Paper Series
Andrássy University Budapest
Downloads
833
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