Etti G. Baranoff

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

Associate Professor of Insurance and Finance

Richmond, VA 23284

United States

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

SCHOLARLY PAPERS

19

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3,117

SSRN CITATIONS
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Top 19,146

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5

CROSSREF CITATIONS

49

Scholarly Papers (19)

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1.

An Analysis of the Aig Case - Understanding Systemic Risk and its Relation to Insurance

Number of pages: 24 Posted: 05 Aug 2019
Etti G. Baranoff
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 1,379 (21,713)
Citation 4

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AIG; systemic risk; credit default swaps; SIFIs

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 338 (135,772)
Citation 1

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

3.

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 295 (156,624)

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

4.

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, 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 UniversityUniversity of Texas at Austin - Department of Information, Risk and Operations Management and Institute for Applied Economics and the Study of Business Enterprise (IAESBE), The Johns Hopkins University
Downloads 201 (227,875)

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health insurance, managed care, capital, risk

5.

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, Bo Shi 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 UniversityUniversity of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 163 (273,628)
Citation 1

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

6.

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 129 (329,686)
Citation 7

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

7.

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 125 (337,453)
Citation 1

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

8.

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 120 (347,638)
Citation 4

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

9.

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

Number of pages: 17 Posted: 19 Aug 2016 Last Revised: 01 Aug 2019
Etti G. Baranoff, Dalit Baranoff, Thomas W. Sager, Bo Shi 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 UniversityUniversity of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 96 (405,230)

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10.

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 91 (419,533)

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health and life insurers, capital, risk, financial crisis

11.

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

Number of pages: 19 Posted: 21 Mar 2007 Last Revised: 01 Aug 2019
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 71 (484,733)

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

12.

The Underwriting Cycles Model for Insurers’ Financial Stability vs. Systemic Risk Using the Case of the 2001 Hih Insurance Failure in Australia

Number of pages: 35 Posted: 05 Aug 2019
Etti G. Baranoff
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 31 (683,085)

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systemic risk, financial stability, insurance, insolvencies, underwriting cycles

13.

Implications of the Capital and Risk Interrelationship of Health Insurers

Number of pages: 37 Posted: 21 Mar 2013
Etti G. Baranoff, Thomas W. Sager, Bo Shi 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 UniversityUniversity of Texas at Austin - Department of Information, Risk and Operations Management
Downloads 27 (711,909)

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capital structure, health insurers, product risk

14.

Market Discipline of Health Insurers

ARIA 2011
Number of pages: 15 Posted: 05 Aug 2019
Etti G. Baranoff and Thomas W. Sager
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate and University of Texas at Austin - Department of Information, Risk, and Operations Management
Downloads 26 (719,492)

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health insurance, market discipline, pricing

15.

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 19 (776,650)
Citation 2

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16.

A Ternary-State Early Warning System for the European Union

Bank of Greece Working Paper No. 222
Number of pages: 35 Posted: 18 Aug 2022
Savas Papadopoulos, Pantelis Stavroulias, Thomas W. Sager and Etti G. Baranoff
Bank of Greece, Democritus University of Thrace, University of Texas at Austin - Red McCombs School of Business and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 6 (900,246)

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Banking crisis; financial stability; macroprudential policy; classification methods; goodness-of-fit measures

17.

Do Some Health Insurers Consistently Perform Better than Others?

Posted: 05 Aug 2019
Etti G. Baranoff
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate

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Code: Health Insurance; Utilization; Health Insurance Specialists; Managed Care; Health Insurance Markets; Performance

18.

A Three-State Early Warning System for the European Union

Journal of Risk, Vol. 21, No. 1, 2018
Number of pages: 36 Posted: 19 Oct 2018
Savas Papadopoulos, Pantelis Stavroulias, Thomas W. Sager and Etti G. Baranoff
Democritus University of Thrace, affiliation not provided to SSRN, University of Texas at Austin - Red McCombs School of Business and Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate
Downloads 0 (973,518)
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banking crisis, financial stability, macroprudential policy, classification methods, goodness-of-fit measures.

19.

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

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Other Papers (1)

Total Downloads: 13
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1.

Insurers as Systemically Important Financial Institutions (SIFIs)? Activities-Based Methodology

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 23 Posted: 28 Feb 2011 Last Revised: 01 Aug 2019
Etti G. Baranoff, Daniel Haefeli and Patrick M. Liedtke
Virginia Commonwealth University (VCU) - Department of Finance, Insurance & Real Estate, Int'l. Association of Insurance Economics "The Geneva Association" and The Geneva Association
Downloads 13

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systemic risk, insurance, SIFIs, regulation