SSRN eLibrary Search Results
Wiley-Blackwell: Journal of Risk & Insurance

Wiley-Blackwell Logo     
3,555 Total downloads | Link to this page | Subscribe to this eJournal (requires login)
Search Within

Viewing: 1 - 50 of 526 papers

1.

Forecasting Medical Net Discount Rates

Journal of Risk & Insurance, Vol. 70, pp. 85-95, March 2003
Number of pages: 11 Posted: 21 Mar 2003
Accepted Paper Series
Baylor University - Department of Economics, Analytical Economics, Inc. and affiliation not provided to SSRN
Downloads 37
2.

The Impact of Insurance Fraud Detection Systems

Journal of Risk & Insurance, Vol. 73, No. 3, pp. 421-438, September 2006
Number of pages: 18 Posted: 07 Sep 2006
Accepted Paper Series
The Wharton School, Insurance and Risk Management Department
Downloads 37
3.

Homeowners Insurance with Bundled Catastrophe Coverage

Journal of Risk and Insurance, Vol. 71, No. 3, pp. 351-379, September 2004
Number of pages: 29 Posted: 24 Sep 2004
Accepted Paper Series
Temple University - Risk Management & Insurance & Actuarial Science, Georgia State University - Center for Risk Management and Insurance Research and University of Pennsylvania - Operations & Information Management Department
Downloads 36
4.

Longevity Bonds: Financial Engineering, Valuation, and Hedging

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 647-672, December 2006
Number of pages: 26 Posted: 29 Nov 2006
Accepted Paper Series
City University London - Cass Business School - The Pensions Institute, Nottingham University Business School (NUBS), Heriot-Watt University - Department of Actuarial Science & Statistics and National Chengchi University
Downloads 34
5.

The Pricing of Insurer Demutualization Initial Public Offerings

Journal of Risk & Insurance, Vol. 73, No. 3, pp. 439-468, September 2006
Number of pages: 30 Posted: 07 Sep 2006
Accepted Paper Series
Temple University - Department of Risk, Insurance, and Healthcare
Downloads 34
6.

Fraud Classification Using Principal Component Analysis of RIDITs

Journal of Risk & Insurance, Vol. 69, pp. 341-371, 2002
Number of pages: 31 Posted: 21 Mar 2003
Accepted Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management, Automobile Insurers Bureau of Massachusetts, University of Texas at Austin - Red McCombs School of Business, Tulane University - Department of Mathematics and University of Texas at Austin - Red McCombs School of Business
Downloads 33
7.

Price Regulation in Secondary Insurance Markets

Journal of Risk and Insurance, Vol. 71, No. 4, pp. 643-675, December 2004
Number of pages: 33 Posted: 23 Dec 2004
Accepted Paper Series
Stanford University - Center for Primary Care and Outcomes Research, RAND Corporation and University of Southern California
Downloads 33
8.

A Test of the Eclectic Paradigm: Evidence from the U.S. Reinsurance Market

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 493-522, June 2007
Number of pages: 30 Posted: 14 Jan 2008
Accepted Paper Series
Florida State University - College of Business, Royal Roads University and Florida State University - College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 32
9.

Resistance (to Fraud) is Futile

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 461-492, June 2007
Number of pages: 32 Posted: 24 May 2007
Accepted Paper Series
HEC Montreal - Department of Finance
Downloads 32
10.

A Class of Conjugate Priors for Log-Normal Claims Based on Conditional Specification

Journal of Risk and Insurance, Vol. 72, No. 3, pp. 479-495, September 2005
Number of pages: 17 Posted: 31 Aug 2005
Accepted Paper Series
University of Cantabria - Department of Economics, University of Cantabria - Department of Applied Mathematics and Computational Sciences, University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics and University of Las Palmas de Gran Canaria - Department of Quantitative Methods in Economics
Downloads 31
11.

A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration

Journal of Risk & Insurance, Vol. 73, No. 4, pp. 687-718, December 2006
Number of pages: 32 Posted: 29 Nov 2006
Accepted Paper Series
Heriot-Watt University - Department of Actuarial Science & Statistics, City University London - Cass Business School - The Pensions Institute and Nottingham University Business School (NUBS)
Downloads 31
12.

Estimating the Cost of Equity Capital for Property-Liability Insurers

Journal of Risk and Insurance, Vol. 72, No. 3, pp. 441-478, September 2005
Number of pages: 38 Posted: 31 Aug 2005
Accepted Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and Georgia State University - Risk Management & Insurance Department

Multiple version iconThere are 2 versions of this paper

Downloads 31
13.

Adverse Selection in Term Life Insurance Purchasing Due to the BRCA1/2 Genetic Test and Elastic Demand

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 65-86, March 2007
Number of pages: 22 Posted: 04 Mar 2007
Accepted Paper Series
Temple University - Department of Risk, Insurance, and Healthcare, University of Pennsylvania - Statistics Department, Georgetown University Law Center, University of Pennsylvania - Perelman School of Medicine, University of Pennsylvania - Robert Wood Johnson Health & Society Scholars Program, University of Pennsylvania - Operations & Information Management Department, University of Pennsylvania - Health Care Systems Department and University of Pennsylvania - The Wharton School
Downloads 30
14.

Insurance Contracts and Securitization

Journal of Risk & Insurance, Vol. 69, pp. 45-62, 2002
Number of pages: 18 Posted: 16 Jan 2003
Accepted Paper Series
University of Pennsylvania - Insurance & Risk Management Department and University of Alabama

Multiple version iconThere are 2 versions of this paper

Downloads 30
15.

Pricing Default-Risky CAT Bonds With Moral Hazard and Basis Risk

Journal of Risk & Insurance, Vol. 69, No. 2, pp. 25-44, 2002
Number of pages: 20 Posted: 05 May 2003
Accepted Paper Series
Independent and National Chiao Tung University
Downloads 30
16.

Pricing Double-Trigger Reinsurance Contracts: Financial Versus Actuarial Approach

The Journal of Risk & Insurance, Vol. 69, pp. 449-468, 2002
Number of pages: 20 Posted: 15 Feb 2003
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE and University of Muenster - Faculty of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 30
17.

A Note on Bonus Scales

Journal of Risk and Insurance, Vol. 72, No. 4, pp. 601-607, December 2005
Number of pages: 7 Posted: 30 Dec 2005
Accepted Paper Series
Technical University of Lisbon - ISEG and Technical University of Lisbon - ISEG - CEMAPRE
Downloads 29
18.

A Shortcut Way of Pricing Default Risk Through Zero-Utility Principle

Journal of Risk & Insurance, Vol. 73, No. 2, pp. 303-308, June 2006
Number of pages: 6 Posted: 30 May 2006
Accepted Paper Series
University of Turin - Department of Management
Downloads 29
19.

Subjective Economic Risk to Beneficiaries in Notional Defined Contribution Accounts

Journal of Risk & Insurance, Vol. 73, No. 3, pp. 489-515, September 2006
Number of pages: 27 Posted: 07 Sep 2006
Accepted Paper Series
University of Valencia - Department of Financial Economics, University of Extremadura - Department of Economics and University of Valencia - Faculty of Economics
Downloads 29
20.

A Reexamination of the Corporate Demand for Reinsurance

Journal of Risk and Insurance, Vol. 73, No. 1, pp. 169-192, March 2006
Number of pages: 24 Posted: 08 May 2006
Accepted Paper Series
Florida State University - College of Business and Florida State University - College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 28
21.

Incentives for Managing Accounting Information: Property-Liability Insurer Stock-Charter Conversions

Journal of Risk and Insurance, Vol. 71, No. 2, pp. 213-251, June 2004
Number of pages: 39 Posted: 06 Jul 2004
Accepted Paper Series
University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management and Simon Graduate School of Business, University of Rochester

Multiple version iconThere are 2 versions of this paper

Downloads 28
22.

Overcompensation as a Partial Solution to Commitment and Renegotiation Problems: The Case of Ex Post Moral Hazard

Journal of Risk and Insurance, Vol. 71, No. 4, pp. 559-582, December 2004
Number of pages: 24 Posted: 23 Dec 2004
Accepted Paper Series
HEC Montreal - Department of Finance
Downloads 28
23.

U.S. Reinsurance Prices, Financial Quality, and Global Capacity

Journal of Risk and Insurance, Vol. 71, No. 3, pp. 437-467, September 2004
Number of pages: 31 Posted: 15 Sep 2004
Accepted Paper Series
Temple University and Temple University
Downloads 28
24.

Biological and Psychobehavioral Correlates of Credit Scores and Automobile Insurance Losses: Toward an Explication of Why Credit Scoring Works

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 23-63, March 2007
Number of pages: 41 Posted: 04 Mar 2007
Accepted Paper Series
University of Texas at Austin - Department of Information, Risk and Operations Management and University of Texas at Austin - Red McCombs School of Business
Downloads 27
25.

Fraud Detection Using a Multinomial Logit Model with Missing Information

Journal of Risk and Insurance, Vol. 72, No. 4, pp. 539-550, December 2005
Number of pages: 12 Posted: 30 Dec 2005
Accepted Paper Series
Auburn University - Department of Economics, University of Barcelona and University of Barcelona, Department of Econometrics, Riskcenter-IREA
Downloads 27
26.

Samuelson's Fallacy of Large Numbers and Optional Stopping

Journal of Risk & Insurance, Vol. 69, pp. 1-7, 2002
Number of pages: 8 Posted: 21 Jan 2003
Accepted Paper Series
Boston University - Department of Operations and Technology Management
Downloads 27
27.

Wealth, Income, and Optimal Insurance

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 175-184, March 2007
Number of pages: 10 Posted: 04 Mar 2007
Accepted Paper Series
San Diego State University - Department of Economics
Downloads 27
28.

A Pricing Model for Quantity Contracts

Journal of Risk and Insurance, Vol. 71, No. 4, pp. 617-642, December 2004
Number of pages: 26 Posted: 23 Dec 2004
Accepted Paper Series
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 26
29.

Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 239-268, March 2007
Number of pages: 30 Posted: 04 Mar 2007
Accepted Paper Series
Norwegian School of Economics (NHH) - Department of Business and Management Science
Downloads 26
30.

Household Life Cycle Protection: Life Insurance Holdings, Financial Vulnerability, and Portfolio Implications

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 141-173, March 2007
Number of pages: 33 Posted: 04 Mar 2007
Accepted Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and University of Nebraska at Lincoln - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 26
31.

Survivor Swaps

Journal of Risk and Insurance, Vol. 73, No. 1, pp. 1-17, March 2006
Number of pages: 17 Posted: 08 May 2006
Accepted Paper Series
Nottingham University Business School (NUBS), City University London - Cass Business School - The Pensions Institute, Heriot-Watt University - Department of Actuarial Science & Statistics and Kent State University
Downloads 26
32.

An Analysis of the Effect of Tax Policy on Health Insurance Purchases by Risk Group

Journal of Risk and Insurance, Vol. 71, No. 1, pp. 91-113, March 2004
Number of pages: 23 Posted: 22 Mar 2004
Accepted Paper Series
Georgia State University - Institute of Health Administration
Downloads 25
33.

Guaranteeing Defined Contribution Pensions: The Option to Buy Back a Defined Benefit Promise

Journal of Risk & Insurance, Vol. 70, pp. 1-16, March 2003
Number of pages: 16 Posted: 21 Mar 2003
Accepted Paper Series
affiliation not provided to SSRN, University of Pennsylvania - The Wharton School and University of Pennsylvania - Business & Public Policy Department

Multiple version iconThere are 2 versions of this paper

Downloads 25
34.

Interest Rate Risk and Equity Values of Life Insurance Companies: A GARCH-M Model

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 401-423, June 2007
Number of pages: 23 Posted: 24 May 2007
Accepted Paper Series
DePaul University - Department of Finance, University of Georgia, Temple University - Department of Finance, Widener University - School of Business Administration and Illinois State University
Downloads 25
35.

Reinsurance Arrangements Maximizing Insurer's Survival Probability

Journal of Risk and Insurance, Vol. 71, No. 3, pp. 421-435, September 2004
Number of pages: 15 Posted: 15 Sep 2004
Accepted Paper Series
University of Lodz - Institute of Mathematics and Cardinal Stefan Wyszynski University - Faculty of Mathematics
Downloads 25
36.

Semi-Parametric Specification Tests for Probability Models of the Claim Frequency in an Insurance Portfolio

Journal of Risk & Insurance, Vol. 70, pp. 73-84, March 2003
Number of pages: 12 Posted: 21 Mar 2003
Accepted Paper Series
University of Oregon - Department of Decision Sciences
Downloads 25
37.

The Determinants of Financial Health of Asian Insurance Companies

Journal of Risk and Insurance, Vol. 71, No. 3, pp. 469-499, September 2004
Number of pages: 31 Posted: 15 Sep 2004
Accepted Paper Series
National University of Singapore (NUS) - NUS Business School and National University of Singapore (NUS) - Department of Accounting
Downloads 25
38.

The Impact of the European Union Insurance Directives on Insurance Company Stocks

Journal of Risk & Insurance, Vol. 70, pp. 125-167, March 2003
Number of pages: 43 Posted: 21 Mar 2003
Accepted Paper Series
Iowa State University - Department of Accounting and Finance, Government of the United States of America - Office of Federal Housing Enterprise Oversight and Frank G. Zarb School of Business - Hofstra University
Downloads 25
39.

The Incentive Effects of Increasing Per-Claim Deductible Contracts in Automobile Insurance

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 441-459, June 2007
Number of pages: 19 Posted: 24 May 2007
Accepted Paper Series
Feng Chia University, Feng Chia University and The Chinese University of Hong Kong (CUHK) - Department of Finance
Downloads 25
40.

Capital Allocation for Insurance Companies - What Good is it?

Journal of Risk & Insurance, Vol. 74, No. 2, pp. 301-317, June 2007
Number of pages: 17 Posted: 24 May 2007
Accepted Paper Series
Goethe University Frankfurt - Research Center SAFE and University of Muenster - Faculty of Economics
Downloads 24
41.

Contracting Incentives and Compensation for Property-Liability Insurer Executives

Journal of Risk and Insurance, Vol. 71, No. 2, pp. 285-307, June 2004
Number of pages: 23 Posted: 06 Jul 2004
Accepted Paper Series
San Jose State University - Donald and Sally Lucas Graduate School of Business
Downloads 24
42.

Insurance, Bond Covenants, and Under- or Over-Investment with Risky Asset Reconstitution

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 3-22, March 2007
Number of pages: 20 Posted: 04 Mar 2007
Accepted Paper Series
Lingnan University - Department of Finance and Insurance
Downloads 24
43.

On the Possibility of Private Crop Insurance Market: A Spatial Statistics Approach

Journal of Risk & Insurance, Vol. 70, pp. 111-124, March 2003
Number of pages: 14 Posted: 21 Mar 2003
Accepted Paper Series
Washington State University - School of Economic Sciences and Hong Kong Baptist University (HKBU)
Downloads 24
44.

Securitization of Longevity Risk: Pricing Survivor Bonds with Wang Transform in the Lee-Carter Framework

Journal of Risk & Insurance, Vol. 74, No. 1, pp. 87-113, March 2007
Number of pages: 27 Posted: 04 Mar 2007
Accepted Paper Series
Catholic University of Louvain, Catholic University of Louvain and Independent
Downloads 24
45.

Strategic Demand for Insurance

Journal of Risk & Insurance, Vol. 73, No. 2, pp. 279-295, June 2006
Number of pages: 17 Posted: 30 May 2006
Accepted Paper Series
Seoul National University - Business School
Downloads 24
46.

The Economics of Insurance Intermediaries

Journal of Risk & Insurance, Vol. 73, No. 3, pp. 359-396, September 2006
Number of pages: 38 Posted: 07 Sep 2006
Accepted Paper Series
Temple University - Risk Management & Insurance & Actuarial Science and University of Pennsylvania - Insurance & Risk Management Department
Downloads 24
47.

The Role of Holding Company Financial Information in the Insurer-Rating Process: Evidence from the Property-Liability Industry

Journal of Risk and Insurance, Vol. 72, No. 1, pp. 77-103, March 2005
Number of pages: 27 Posted: 19 Feb 2005
Accepted Paper Series
University of Georgia - J. M. Tull School of Accounting, Terry College of Business and University of Georgia - Department of Insurance, Legal Studies, Real Estate
Downloads 24
48.

A Data-Analytic Method for Forecasting Next Record Catastrophe Loss

Journal of Risk and Insurance, Vol. 71, No. 2, pp. 309-322, June 2004
Number of pages: 14 Posted: 06 Jul 2004
Accepted Paper Series
Oregon State University - College of Business
Downloads 23
49.

Detection of Automobile Insurance Fraud With Discrete Choice Models and Misclassified Claims

Journal of Risk & Insurance, Vol. 69, pp. 325-340, 2002
Number of pages: 16 Posted: 21 Mar 2003
Accepted Paper Series
Autonomous University of Barcelona - Department of Econometrics, Statistics and Spanish Economy, University of Barcelona and University of Barcelona, Department of Econometrics, Riskcenter-IREA
Downloads 23
50.

Multiple Losses, Ex Ante Moral Hazard, and the Implications for Umbrella Policies

Journal of Risk and Insurance, Vol. 72, No. 4, pp. 525-538, December 2005
Number of pages: 14 Posted: 30 Dec 2005
Accepted Paper Series
University of Zurich - Socioeconomic Institute
Downloads 23