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. 80, No. 1, March

A Robust Unsupervised Method for Fraud Rate Estimation
Abstract If one is interested in managing fraud, one must measure the fraud rate to be able to assess the degree of the problem and the effectiveness of the fraud management technique. This article offers a robust new method for estimating fraud...
A Robust Unsupervised Method for Fraud Rate Estimation
ABSTRACTIf one is interested in managing fraud, one must measure the fraud rate to be able to assess the degree of the problem and the effectiveness of the fraud management technique. This article offers a robust new method for estimating fraud rate,...
Designing Index-Based Livestock Insurance for Managing Asset Risk in Northern Kenya
Abstract This article describes a novel index-based livestock insurance (IBLI) product piloted among pastoralists in Northern Kenya, where insurance markets are effectively absent and uninsured risk exposure is a main cause of poverty. We describe...
New Editor Announcement
Georges Dionne Editor, Journal of Risk and Insurance, 2007-2012 The American Risk and Insurance Association expresses its profound gratitude to Georges Dionne for his extraordinary service to the Association as editor of the Journal of Risk and...
Optimal Reciprocal Reinsurance Treaties under the Joint Survival Probability and the Joint Profitable Probability
Abstract A reinsurance treaty involves two parties, an insurer and a reinsurer. The two parties have conflicting interests. Most existing optimal reinsurance treaties only consider the interest of one party. In this article, we consider the interests...
Organizational Structure, Board Composition, and Risk Taking in the U.S. Property Casualty Insurance Industry
Abstract This study examines the impact of organizational structure and board composition on risk taking in the U.S. property casualty insurance industry, addressing different risk-taking behaviors from different perspectives. The risk-taking measures...
Should I Stay or Should I Go? the Impact of Natural Disasters and Regulation on U.S. Property Insurers' Supply Decisions
ABSTRACTIn this article, we identify the main factors that drive insurers' willingness to offer coverage in catastrophe-prone property insurance lines. We compare insurers' supply decisions in personal and commercial lines, with an emphasis on insurers'...
Should I Stay or Should I Go? the Impact of Natural Disasters and Regulation on U.S. Property Insurers" Supply Decisions
ABSTRACT In this article, we identify the main factors that drive insurers' willingness to offer coverage in catastrophe-prone property insurance lines. We compare insurers' supply decisions in personal and commercial lines, with an emphasis on...
The Impact of Catastrophes on Insurer Stock Volatility
Abstract This article investigates the impact of natural catastrophes and the 9-11 attacks on (1) the volatility of insurance stocks and (2) the correlation of insurance stocks with the market. We find that natural catastrophes increase the volatility...
The Risk-Sharing Implications of Disaster Insurance Funds
ABSTRACT We study the risk-sharing implications that arise from introducing a disaster insurance fund to the cat insurance market. Such a form of intervention can increase efficiency in the private market, and our design of disaster insurance suggests...
The Value and Risk of Defined Contribution Pension Schemes: International Evidence
Abstract We use historical data on investment returns and labor income from 16 countries to quantify the value and risk of defined contribution pension plans, building frequency distributions of pension fund and pension replacement ratios for each...
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