Etti G. Baranoff

Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate

Associate Professor of Insurance and Finance

Richmond, VA 23284

United States

SCHOLARLY PAPERS

13

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CITATIONS
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25

Scholarly Papers (13)

1.

Mortgage Backed Securities and Capital of Life Insurers: Was the Industry Prepared for the Credit Crunch of 2007-2008?

The Geneva Papers on Risk and Insurance Issues and Practice, Special Competition Edition, July 2008
Number of pages: 26 Posted: 12 Aug 2008
Etti G. Baranoff and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Red McCombs School of Business
Downloads 279 (89,690)

Abstract:

credit crunch, mortgage backed securities, life insurers, risk based capital, capital structure

2.

The Relations Among Asset Risk, Product Risk, and Capital in the Life Insurance Industry

Journal of Banking and Finance, Vol. 26, 2002
Number of pages: 17 Posted: 26 Jan 2008 Last Revised: 29 Sep 2008
Etti G. Baranoff and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Red McCombs School of Business
Downloads 263 (88,012)
Citation 16

Abstract:

Capital, Risk, Life and health insurance, Simultaneous equations, Transaction-cost economics

3.

Variable Annuities with Guaranteed Living Benefits: A Capital Structure Impact for Life Insurers?

McCombs Research Paper Series No. IROM-07-11
Number of pages: 39 Posted: 12 Nov 2011 Last Revised: 29 Nov 2011
Etti G. Baranoff, Thomas W. Sager and Bo Shi
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of Texas at Austin - Red McCombs School of Business and Morehead State University
Downloads 128 (172,350)

Abstract:

Variable annuites, guarantees, VAGB, life insruance, captial structure

4.

Marking Capital to Market for Non-Publicly Traded Companies: A Life Insurance Industry Case Study

McCombs Research Paper Series No. IROM-03-09
Number of pages: 42 Posted: 28 Sep 2008 Last Revised: 18 Jan 2009
Liyan Zhao, Thomas W. Sager and Etti G. Baranoff
Dell Financial Services (DFS), University of Texas at Austin - Red McCombs School of Business and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 90 (215,555)

Abstract:

Market Value, SAP and GAAP, Matching-Allocation Method, Multiple Imputation

5.

Rebalancing Target Capital in the Financial Sector: The Case of Life Insurance

McCombs Research Paper Series No. IROM-02-09
Number of pages: 42 Posted: 12 Aug 2008 Last Revised: 18 Jan 2009
Etti G. Baranoff, Thomas W. Sager and Thomas Shively
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of Texas at Austin - Red McCombs School of Business and University of Texas at Austin - McCombs School of Business
Downloads 83 (230,776)

Abstract:

target capital, life insurers, nonlinear simultaneous equation model (SSEM), asset risk, product risk

6.

The Interplay between Insurers’ Financial and Asset Risks During the Crisis of 2007-2009

The Geneva Papers, Vol. 36, pp. 348–379, 2011 ,
Number of pages: 32 Posted: 01 Aug 2011
Etti G. Baranoff and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Red McCombs School of Business
Downloads 68 (262,952)

Abstract:

health and life insurers, capital, risk, financial crisis

7.

Market Discipline in Life Insurance: Insureds' Reaction to Rating Downgrades in the Context of Enterprise Risks

Number of pages: 21 Posted: 21 Mar 2007 Last Revised: 04 Mar 2010
Etti G. Baranoff and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Red McCombs School of Business
Downloads 57 (267,090)

Abstract:

market discipline, rating upgrades and downgrades, life insurance, Granger causality

8.

Do Life Insurers' Asset Allocation Strategies Influence Performance within the Enterprise Risk Framework?

Number of pages: 19 Posted: 21 Mar 2007 Last Revised: 30 Jul 2011
Etti G. Baranoff and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Red McCombs School of Business
Downloads 40 (316,536)
Citation 1

Abstract:

asset allocation, investment performance, enterprise risks, life insurance, active and passive strategies

9.

Managed Care and Financial Risks of Health Insurers Under PPACA

Number of pages: 44 Posted: 24 May 2015
Etti G. Baranoff, Thomas W. Sager, Bo Shi and Dalit Baranoff
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of Texas at Austin - Red McCombs School of Business, Morehead State University and Institute for Applied Economics and the Study of Business Enterprise (IAESBE), The Johns Hopkins University
Downloads 18 (215,555)

Abstract:

health insurance, managed care, capital, risk

10.

Capital and Risk Revisited: A Structural Equation Model Approach for Life Insurers

Journal of Risk & Insurance, Vol. 74, No. 3, pp. 653-681, September 2007
Number of pages: 29 Posted: 27 Aug 2007
Etti G. Baranoff, Savas Papadopoulos and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Democritus University of Thrace and University of Texas at Austin - Red McCombs School of Business
Downloads 14 (475,191)
Citation 8
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Abstract:

11.

Implications of the Capital and Risk Interrelationship of Health Insurers

Number of pages: 37 Posted: 21 Mar 2013
Etti G. Baranoff, Thomas W. Sager and Bo Shi
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, University of Texas at Austin - Red McCombs School of Business and Morehead State University
Downloads 13 (475,191)

Abstract:

capital structure, health insurers, product risk

12.

The ACA and Trends in Healthcare Utilization and Loss Ratios: An Index-Based Approach

Number of pages: 17 Posted: 19 Aug 2016
Etti G. Baranoff, Dalit Baranoff, Thomas W. Sager and Bo Shi
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Institute for Applied Economics and the Study of Business Enterprise (IAESBE), The Johns Hopkins University, University of Texas at Austin - Red McCombs School of Business and Morehead State University
Downloads 0 (319,421)

Abstract:

13.

Determinants in Risk-Financing Choices: The Case of Workers Compensation for Public School Districts

Journal of Risk and Insurance, June 2000
Posted: 25 Jul 2001
Etti G. Baranoff
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate

Abstract: