Journal of Risk and Insurance

This academic risk management and insurance journal provides research in industrial organization of insurance markets, management of risks in the private and public sectors, insurance regulation and more.

Articles from Vol. 76, No. 4, December

2009 Editor Report
Here is the printed version of the report of the editor as presented to the ARIA meeting in August 2009. SUBMISSIONS AND PUBLICATION STATISTICS (JULY 14, 2009) Table 1 provides the historical summary of JRI processes, submitted to ARIA before...
2009 Editor Report
Here is the printed version of the report of the editor as presented to the ARIA meeting in August 2009.SUBMISSIONS AND PUBLICATION STATISTICS (JULY 14, 2009)Table 1 provides the historical summary of JRI processes, submitted to ARIA before 2007. This...
A Citation Analysis of Risk, Insurance, and Actuarial Research: 2001 through 2005
ABSTRACT The bibliographies of 17 risk journals were evaluated to determine the relative influence of these risk journals on risk, insurance, and actuarial research published during the years 2001 through 2005. Tables are provided that show the...
American-Style Derivatives: Valuation and Computation
American-Style Derivatives: Valuation and Computation, by Jerome Detemple, 2006, Chapman & Hall/CRC, Boca Raton, FL, pp. 248. ISBN: 978-1584885672In his book American-Style Derivatives: Valuation and Computation, Jerome Detemple presents the subject...
An Empirical Investigation of the Effect of Growth on Short-Term Changes in Loss Ratios
ABSTRACT Given the use of premium growth as a risk measure in regulatory and private risk assessment models, the impact of growth on underwriting profitability is an important question. Our results show a negative relationship between premium growth...
Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables
ABSTRACT We investigate lower and upper bounds for right tails (stop-loss premiums) of deterministic and stochastic sums of nonindependent random variables. The bounds are derived using the concepts of comonotonicity, convex order, and conditioning....
Corporate Survival: The Critical Importance of Sustainability Risk Management
Corporate Survival: The Critical Importance of Sustainability Risk Management, by Dan R. Anderson, 2005, IUniverse, Lincoln, NE, pp. 427. ISBN: 0595364608At last! An American president who recognizes that climate change exists! At last! The global risk...
Number of Accidents or Number of Claims? an Approach with Zero-Inflated Poisson Models for Panel Data
ABSTRACT The hunger for bonus is a well-known phenomenon in insurance, meaning that the insured does not report all of his accidents to save bonus on his next year's premium. In this article, we assume that the number of accidents is based on a...
Solvency: Models, Assessment and Regulation
Solvency: Models, Assessment and Regulation, by Arne Sandström, 2006, Chapman & Hall/CRC, Boca Raton, FL, pp. 433. ISBN: 978-1584885542Solvency: Models, Assessment and Regulation is a timely and thorough historical analysis of the recent European...
The Distributions of Policy Reserves Considering the Policy-Year Structures of Surrender Rates and Expense Ratios
ABSTRACT In this article, we examine how the policy-year structures of expense ratios and surrender rates affect the distributions of policy reserves. Our results show that a convex expense ratio curve, though reduces the mean and the uncertainty...
The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation
ABSTRACT This article considers the role of American International Group (AIG) and the insurance sector in the 2007-2009 financial crisis and the implications for insurance regulation. Following an overview of the causes of the crisis, I explore...
The Impact of the Secondary Market on Life Insurers' Surrender Profits
ABSTRACT Life insurers often claim that the life settlement industry reduces their surrender profits and leads to an adverse shift in their portfolio of insured risks; that is, high risks remain in the portfolio instead of surrendering. In this...
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