SSRN Fox: Risk Management & Insurance (Topic)

1.

Productivity and Efficiency in Insurance: An Overview of the Issues

96-57

Number of pages: 62 Posted: 06 May 1997

Working Paper Series

Douglas O. Cook and J David Cummins

University of Alabama - Culverhouse College of Commerce & Business Administration and Temple University - Risk Management & Insurance & Actuarial Science

Downloads 2,575

2.

Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry

Forthcoming

Number of pages: 49 Posted: 27 May 1998 Last Revised: 05 Aug 2014

Accepted Paper Series

J David Cummins, Richard D. Phillips and Stephen D. Smith

Temple University - Risk Management & Insurance & Actuarial Science, Georgia State University - Risk Management & Insurance Department and (Deceased)

There are 2 versions of this paper

Downloads 2,252

3.

CAT Bonds and Other Risk-Linked Securities: State of the Market and Recent Developments

Number of pages: 45 Posted: 07 Dec 2007

Working Paper Series

J David Cummins

Temple University - Risk Management & Insurance & Actuarial Science

Downloads 1,512

4.

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

J David Cummins and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science and Temple University

Downloads 1,279

5.

The Market Value Impact of Operational Risk Events for U.S. Banks and Insurers

Number of pages: 52 Posted: 04 Jan 2005

Working Paper Series

J David Cummins, Christopher M. Lewis and Ran Wei

Temple University - Risk Management & Insurance & Actuarial Science, The Hartford and University of Pennsylvania - Insurance & Risk Management Department

Downloads 1,239

6.

The Costs and Benefits of Reinsurance

Number of pages: 32 Posted: 11 Jun 2008

Working Paper Series

J David Cummins, Georges Dionne, Robert Gagné and Abdelhakim Nouira

Temple University - Risk Management & Insurance & Actuarial Science, HEC Montreal - Department of Finance, HEC Montreal - Institute of Applied Economics and HEC Montreal - Department of Finance

Downloads 1,032

7.

Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk Transfer Solutions

Number of pages: 75 Posted: 01 Sep 2008

Working Paper Series

J David Cummins and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science and Temple University

Downloads 884

8.

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

J David Cummins

Temple University - Risk Management & Insurance & Actuarial Science

Downloads 801

9.

On Product Uncertainty in Online Markets: Theory and Evidence

MIS Quarterly, Vol. 36, 2012

Number of pages: 32 Posted: 24 Dec 2011 Last Revised: 22 Apr 2014

Accepted Paper Series

Angelika Dimoka, Yili Hong and Paul A. Pavlou

Temple University - Department of Marketing and Supply Chain Management, Arizona State University (ASU) - W.P. Carey School of Business and Temple University - Department of Management Information Systems

Downloads 792

10.

The Incentive Effects of No Fault Automobile Insurance

Number of pages: 46 Posted: 12 Apr 2001

Working Paper Series

J David Cummins, Mary A. Weiss and Richard D. Phillips

Temple University - Risk Management & Insurance & Actuarial Science, Temple University and Georgia State University - Risk Management & Insurance Department

Downloads 684

11.

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

J David Cummins and María Rubio-Misas

Temple University - Risk Management & Insurance & Actuarial Science and University of Malaga - Finance & Accounting

Downloads 649

12.

Systemic Risk and the U.S. Insurance Sector

Number of pages: 53 Posted: 15 Dec 2010 Last Revised: 20 Apr 2014

Working Paper Series

J David Cummins and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science and Temple University

There are 2 versions of this paper

Downloads 594

13.

Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales

Yale SOM Working Paper No. ES-22; Columbia Law and Economics Working Paper No. 217; Cowles Foundation Discussion Paper No. 1413

Number of pages: 54 Posted: 07 Apr 2003

Working Paper Series

Michael R. Powers, David M. Schizer and Martin Shubik

Independent, Columbia University - Law School and Yale University - School of Management

There are 2 versions of this paper

Downloads 589

14.

Regret, Pride, and the Disposition Effect

Number of pages: 26 Posted: 18 Sep 2006

Working Paper Series

Alexander Muermann and Jacqueline Volkman Wise

WU (Vienna University of Economics and Business) and Temple University - Risk Management & Insurance & Actuarial Science

Downloads 587

15.

The Basis Risk of Catastrophic-Loss Index Securities

Number of pages: 63 Posted: 22 Jun 2000

Working Paper Series

J David Cummins, David Lalonde and Richard D. Phillips

Temple University - Risk Management & Insurance & Actuarial Science, Applied Insurance Research and Georgia State University - Risk Management & Insurance Department

Downloads 520

16.

Efficiency of Insurance Firms With Endogenous Risk Management and Financial Intermediation Activities

Number of pages: 48 Posted: 10 May 2006

Working Paper Series

Georges Dionne, J David Cummins, Robert Gagné and Abdelhakim Nouira

HEC Montreal - Department of Finance, Temple University - Risk Management & Insurance & Actuarial Science, HEC Montreal - Institute of Applied Economics and HEC Montreal - Department of Finance

Downloads 509

17.

Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry

July 1999

Number of pages: 48 Posted: 13 Mar 2000

Working Paper Series

Allen N. Berger, J David Cummins, Mary A. Weiss and Hongmin Zi

University of South Carolina - Darla Moore School of Business, Temple University - Risk Management & Insurance & Actuarial Science, Temple University and Hong-Ik University

Downloads 506

18.

Hedge the Hedgers: Usage of Reinsurance and Derivatives by Property and Casualty Insurance Companies

Number of pages: 37 Posted: 28 May 2008 Last Revised: 20 Apr 2014

Working Paper Series

Qingyi (Freda) Song Drechsler and J David Cummins

University of Pennsylvania - Wharton Research Data Services and Temple University - Risk Management & Insurance & Actuarial Science

Downloads 493

19.

Estimating the Cost of Equity Capital for Property-Liability Insurers

Number of pages: 47 Posted: 21 Jul 2003

Working Paper Series

J David Cummins and Richard D. Phillips

Temple University - Risk Management & Insurance & Actuarial Science and Georgia State University - Risk Management & Insurance Department

There are 2 versions of this paper

Downloads 489

20.

Organizational Form and Efficiency: An Analysis of Stock and Mutual Property-Liability Insurers

WFIC 97-02

Number of pages: 53 Posted: 24 Jun 1997

Working Paper Series

J David Cummins, Mary A. Weiss and Hongmin Zi

Temple University - Risk Management & Insurance & Actuarial Science, Temple University and Hong-Ik University

Downloads 411

21.

Financial Sector Integration and Information Spillovers: Effects of Operational Risk Events on U.S. Banks and Insurers

Number of pages: 41 Posted: 14 Dec 2007 Last Revised: 20 Apr 2014

Working Paper Series

J David Cummins, Ran Wei and Xiaoying Xie

Temple University - Risk Management & Insurance & Actuarial Science, Chicago Partners LLC and California State University, Fullerton

Downloads 409

22.

Efficiency, Productivity, and Scale Economies in the U.S. Property-Liability Insurance Industry

Number of pages: 51 Posted: 31 Jul 2008 Last Revised: 20 Apr 2014

Working Paper Series

J David Cummins and Xiaoying Xie

Temple University - Risk Management & Insurance & Actuarial Science and California State University, Fullerton

Downloads 389

23.

An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance

Number of pages: 45 Posted: 15 Mar 2004

Working Paper Series

Jeffrey R. Brown, J David Cummins, Christopher M. Lewis and Ran Wei

University of Illinois at Urbana-Champaign - Department of Finance, Temple University - Risk Management & Insurance & Actuarial Science, The Hartford and University of Pennsylvania - Insurance & Risk Management Department

There are 2 versions of this paper

Downloads 360

24.

Systemic Risk and the Inter-Connectedness between Banks and Insurers: An Econometric Analysis

Journal of Risk and Insurance, Forthcoming, Fox School of Business Research Paper No. 14-023

Number of pages: 46 Posted: 03 Feb 2012 Last Revised: 05 Sep 2014

Accepted Paper Series

Hua Chen, J David Cummins, Krupa S. Viswanathan and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science, Temple University - Risk Management & Insurance & Actuarial Science, Temple University - Department of Risk, Insurance, and Healthcare and Temple University

Downloads 341

25.

Developing Equity Release Markets: Risk Analysis for Reverse Mortgages and Home Reversions

North American Actuarial Journal, Forthcoming

Number of pages: 49 Posted: 17 Jan 2013 Last Revised: 01 Apr 2014

Accepted Paper Series

Daniel H. Alai, Hua Chen, Daniel Wanhee Cho, Katja Hanewald and Michael Sherris

University of Kent, Temple University - Risk Management & Insurance & Actuarial Science, University of New South Wales (UNSW) - ARC Centre of Excellence in Population Ageing Research (CEPAR), University of New South Wales - ARC Centre of Excellence in Population Ageing Research (CEPAR) and University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies

Downloads 334

26.

Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency and Productivity Methods

Number of pages: 74 Posted: 03 Feb 2012

Working Paper Series

J David Cummins and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science and Temple University

Downloads 328

27.

Mergers and Acquisitions in the Global Insurance Industry: Valuation Effects

Fox School of Business Research Paper No. 15-064

Number of pages: 37 Posted: 04 Feb 2015 Last Revised: 16 Dec 2016

Working Paper Series

J David Cummins, Paul J. M. Klumpes and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science, Nottingham Trent University and Temple University

Downloads 328

28.

Economies of Scope in Financial Services: A DEA Efficiency Analysis of the US Insurance Industry

Journal of Banking and Finance, Forthcoming

Number of pages: 43 Posted: 02 Apr 2010

Accepted Paper Series

J David Cummins, Mary A. Weiss, Xiaoying Xie and Hongmin Zi

Temple University - Risk Management & Insurance & Actuarial Science, Temple University, California State University, Fullerton and Hong-Ik University

Downloads 281

29.

Systemic Risk and Regulation of the U.S. Insurance Industry

Networks Financial Institute Policy Brief 2013-PB-02

Number of pages: 40 Posted: 18 Mar 2013 Last Revised: 20 Apr 2014

Accepted Paper Series

J David Cummins and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science and Temple University

There are 2 versions of this paper

Downloads 278

30.

International Comparison of Interest Rate Guarantees in Life Insurance Contracts

Number of pages: 34 Posted: 14 Dec 2007

Working Paper Series

J David Cummins, Kristian R. Miltersen and Svein-Arne Persson

Temple University - Risk Management & Insurance & Actuarial Science, Copenhagen Business School and Norwegian School of Economics (NHH)

Downloads 277

31.

Capital Allocation and the Pricing of Financially Intermediated Risks: An Empirical Investigation

Number of pages: 51 Posted: 28 Jun 2006

Working Paper Series

Richard D. Phillips, J David Cummins and Yijia Lin

Georgia State University - Risk Management & Insurance Department, Temple University - Risk Management & Insurance & Actuarial Science and University of Nebraska at Lincoln - Department of Finance

Downloads 258

32.

Risky Loss Distributions and Modeling the Loss Reserve Payout Tail

Number of pages: 34 Posted: 01 Nov 2004

Working Paper Series

J David Cummins, James McDonald and Craig B. Merrill

Temple University - Risk Management & Insurance & Actuarial Science, Brigham Young University - Department of Economics and Brigham Young University

Downloads 254

33.

Reinsurance Counterparty Relationships and Firm Performance In the U.S. Property-Liability Insurance Industry

Number of pages: 39 Posted: 31 May 2012

Working Paper Series

J David Cummins, Zhijian Feng and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science, Independent and Temple University

Downloads 240

34.

Market Value Relevance of Frontier Efficiency: Evidence from U.S. Property-Liability Insurance Acquisitions and Divestitures

Number of pages: 35 Posted: 17 Jan 2008

Working Paper Series

J David Cummins and Xiaoying Xie

Temple University - Risk Management & Insurance & Actuarial Science and California State University, Fullerton

Downloads 226

35.

Economies of Scope, Organizational Form, and Insolvency Risk: Evidence from the Takaful Insurance Industry

Fox School of Business Research Paper No. 15-050

Number of pages: 42 Posted: 03 Feb 2015 Last Revised: 16 Dec 2016

Working Paper Series

Khalid Al Amri, J David Cummins and Mary A. Weiss

Sultan Qaboos University, Temple University - Risk Management & Insurance & Actuarial Science and Temple University

Downloads 196

36.

Federal Financial Exposure to Natural Catastrophe Risk

Number of pages: 36 Posted: 14 Dec 2007

Working Paper Series

J David Cummins, Michael Suher and George H. Zanjani

Temple University - Risk Management & Insurance & Actuarial Science, Brown University and Georgia State University - Risk Management & Insurance Department

Downloads 190

37.

Innovations in Insurance Markets: Hybrid and Securitized Risk Transfer Solutions

Dionne's Handbook of Insurance, 2nd edition, 2013

Number of pages: 72 Posted: 26 Feb 2014

Accepted Paper Series

J David Cummins and Pauline M. Barrieu

Temple University - Risk Management & Insurance & Actuarial Science and London School of Economics

Downloads 174

38.

Psychology, Stock/FX Trading, and Option Prices

Journal of Behavioral Finance, Forthcoming

Number of pages: 36 Posted: 27 Jan 2012 Last Revised: 21 Apr 2014

Accepted Paper Series

Alan Beilis, Jan Dash and Jacqueline Volkman Wise

affiliation not provided to SSRN, Fordham University and Temple University - Risk Management & Insurance & Actuarial Science

Downloads 169

39.

Systemic Risk and Regulation of the U.S. Insurance Industry

Forthcoming, Journal of Risk and Insurance

Number of pages: 52 Posted: 26 Feb 2014

Working Paper Series

J David Cummins and Mary A. Weiss

Temple University - Risk Management & Insurance & Actuarial Science and Temple University

There are 2 versions of this paper

Downloads 168

40.

Does ERM Improve Firm Value? Evidence from Listed Chinese Nonfinancial SOEs

Fox School of Business Research Paper No. 15-068

Number of pages: 47 Posted: 17 Dec 2014 Last Revised: 16 Dec 2016

Working Paper Series

Jing Ai, Hua Chen and Zhao Yang

University of Hawaii at Manoa - Shidler College of Business, Temple University - Risk Management & Insurance & Actuarial Science and University of International Business and Economics (UIBE)

Downloads 156

41.

A Note on a 'Square-Root Rule' for Reinsurance

Cowles Foundation Discussion Paper No. 1521

Number of pages: 9 Posted: 20 Jul 2005

Working Paper Series

Michael R. Powers and Martin Shubik

Independent and Yale University - School of Management

Downloads 153

42.

The Incentive Effects of No-Fault Automobile Insurance

Number of pages: 40 Posted: 27 Oct 1999

Working Paper Series

J David Cummins, Mary A. Weiss and Richard D. Phillips

Temple University - Risk Management & Insurance & Actuarial Science, Temple University and Georgia State University - Risk Management & Insurance Department

Downloads 152

43.

Organizational Form, Ownership Structure, and Top Executive Turnover: Evidence from the Property-Casualty Insurance Industry

Number of pages: 51 Posted: 18 Sep 2013

Working Paper Series

Jiang Cheng, J David Cummins and Tzuting Lin

Shanghai University of Finance and Economics - Department of Finance, Temple University - Risk Management & Insurance & Actuarial Science and National Taiwan University - Department of Finance

Downloads 146

44.

Insurance Contracting with the Coexistence of Adverse Selection and Moral Hazard

Number of pages: 40 Posted: 27 Mar 2011 Last Revised: 01 Apr 2014

Working Paper Series

Zhiqiang Yan and Hua Chen

Western Illinois University - Department of Marketing and Finance and Temple University - Risk Management & Insurance & Actuarial Science

Downloads 117

45.

Competition, Efficiency, and Soundness in European Life Insurance Markets

Journal of Financial Stability, Vol. 28, No. 1, 2017

Number of pages: 13 Posted: 18 Jun 2016 Last Revised: 08 May 2017

Accepted Paper Series

J David Cummins, María Rubio-Misas and Dev V. Vencappa

Temple University - Risk Management & Insurance & Actuarial Science, University of Malaga - Finance & Accounting and Nottingham University Business School

Downloads 109

46.

A Family of Mortality Jump Models Applied to U.S. Data

Asia-Pacific Journal of Risk and Insurance, Forthcoming

Number of pages: 24 Posted: 18 Aug 2011 Last Revised: 01 Apr 2014

Accepted Paper Series

Hua Chen

Temple University - Risk Management & Insurance & Actuarial Science

Downloads 103

47.

Product Uncertainty in Online Markets: Conceptualization, Antecedents, and Consequences

Number of pages: 42 Posted: 24 Feb 2010

Working Paper Series

Angelika Dimoka and Paul A. Pavlou

Temple University - Department of Marketing and Supply Chain Management and Temple University - Department of Management Information Systems

Downloads 101

48.

Why Do Life Insurers Use Shadow Insurance?

Fox School of Business Research Paper No. 16-022

Number of pages: 38 Posted: 27 Mar 2016 Last Revised: 16 Dec 2016

Working Paper Series

Felix Irresberger and Ying Peng

Cardiff Business School and Temple University - Risk Management & Insurance & Actuarial Science

Downloads 100

49.

Multi-Population Mortality Models: A Factor Copula Approach

Insurance: Mathematics and Economics, Forthcoming, Fox School of Business Research Paper No. 15-052

Number of pages: 42 Posted: 31 Dec 2014 Last Revised: 16 Dec 2016

Accepted Paper Series

Hua Chen, Richard D. MacMinn and Tao Sun

Temple University - Risk Management & Insurance & Actuarial Science, National Chengchi University and Independent

Downloads 83

50.

Living with Ambiguity: Pricing Mortality-Linked Securities with Smooth Ambiguity Preferences

Journal of Risk and Insurance, Forthcoming

Number of pages: 40 Posted: 18 Feb 2012 Last Revised: 01 Apr 2014

Accepted Paper Series

Hua Chen, Michael Sherris, Tao Sun and Wenge Zhu

Temple University - Risk Management & Insurance & Actuarial Science, University of New South Wales - ARC Centre of Excellence in Population Ageing Research and School of Risk and Actuarial Studies, Independent and Shanghai University of Finance and Economics

There are 2 versions of this paper

Downloads 79

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