Journal of Risk and Insurance

Cover image for Vol. 80 Issue 2

Early View (Online Version of Record published before inclusion in an issue)

Edited By: Keith J. Crocker, Penn State University

Impact Factor: 1.408

ISI Journal Citation Reports © Ranking: 2011: 19/86 (Business Finance); 76/321 (Economics)

Online ISSN: 1539-6975

Associated Title(s): Risk Management and Insurance Review

  1. Feature Articles

    1. Corporate Governance and Risk Taking: Evidence From the U.K. and German Insurance Markets

      Martin Eling and Sebastian D. Marek

      Article first published online: 10 APR 2013 | DOI: 10.1111/j.1539-6975.2012.01510.x

    2. Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)

      H. Huang, M. A. Milevsky and T. S. Salisbury

      Article first published online: 10 APR 2013 | DOI: 10.1111/j.1539-6975.2012.01509.x

    3. Managing Capital Market and Longevity Risks in a Defined Benefit Pension Plan

      Samuel H. Cox, Yijia Lin, Ruilin Tian and Jifeng Yu

      Article first published online: 10 APR 2013 | DOI: 10.1111/j.1539-6975.2012.01508.x

    4. Insurance Ratemaking and a Gini Index

      Edward W. (Jed) Frees, Glenn Meyers and A. David Cummings

      Article first published online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01507.x

    5. Scenario Analysis in the Measurement of Operational Risk Capital: A Change of Measure Approach

      Kabir K. Dutta and David F. Babbel

      Article first published online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01506.x

    6. The Relationship Between Regulatory Pressure and Insurer Risk Taking

      Wen-Chang Lin, Yi-Hsun Lai and Michael R. Powers

      Article first published online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01505.x

    7. What Policy Features Determine Life Insurance Lapse? An Analysis of the German Market

      Martin Eling and Dieter Kiesenbauer

      Article first published online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01504.x

    8. Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis

      Hua Chen, J. David Cummins, Krupa S. Viswanathan and Mary A. Weiss

      Article first published online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01503.x

    9. Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities

      Raimond Maurer, Olivia S. Mitchell, Ralph Rogalla and Vasily Kartashov

      Article first published online: 14 MAR 2013 | DOI: 10.1111/j.1539-6975.2012.01502.x

    10. Risk-Minimizing Reinsurance Protection For Multivariate Risks

      K. C. Cheung, K. C. J. Sung and S. C. P. Yam

      Article first published online: 14 FEB 2013 | DOI: 10.1111/j.1539-6975.2012.01501.x

    11. Does the Threat of Insurer Liability for “Bad Faith” Affect Insurance Settlements?

      Danial P. Asmat and Sharon Tennyson

      Article first published online: 14 FEB 2013 | DOI: 10.1111/j.1539-6975.2012.01499.x

    12. The Impact of Private Equity on a Life Insurer’s Capital Charges Under Solvency II and the Swiss Solvency Test

      Alexander Braun, Hato Schmeiser and Caroline Siegel

      Article first published online: 14 FEB 2013 | DOI: 10.1111/j.1539-6975.2012.01500.x

    13. Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan

      Tsung-I Pao, Larry Y. Tzeng and Kili C. Wang

      Article first published online: 14 FEB 2013 | DOI: 10.1111/j.1539-6975.2012.01498.x

    14. Pension Conversion, Termination, and Wealth Transfers

      Joel T. Harper and Stephen D. Treanor

      Article first published online: 14 FEB 2013 | DOI: 10.1111/j.1539-6975.2012.01497.x

    15. Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance

      Nadine Gatzert and Hannah Wesker

      Article first published online: 7 JAN 2013 | DOI: 10.1111/j.1539-6975.2012.01496.x

    16. Financial Bounds for Insurance Claims

      Carole Bernard and Steven Vanduffel

      Article first published online: 25 DEC 2012 | DOI: 10.1111/j.1539-6975.2012.01495.x

    17. Optimum Hurricane Futures Hedge in a Warming Environment: A Risk–Return Jump-Diffusion Approach

      Carolyn W. Chang, Jack S. K. Chang and Min-Ming Wen

      Article first published online: 8 NOV 2012 | DOI: 10.1111/j.1539-6975.2012.01492.x

    18. Pension Wealth Uncertainty

      Luigi Guiso, Tullio Jappelli and Mario Padula

      Article first published online: 8 NOV 2012 | DOI: 10.1111/j.1539-6975.2012.01491.x

    19. On the Use of Information in Oligopolistic Insurance Markets

      Iris Kesternich and Heiner Schumacher

      Article first published online: 8 NOV 2012 | DOI: 10.1111/j.1539-6975.2012.01490.x

    20. Pricing Survivor Derivatives With Cohort Mortality Dependence Under the Lee–Carter Framework

      Chou-Wen Wang and Sharon S. Yang

      Article first published online: 11 SEP 2012 | DOI: 10.1111/j.1539-6975.2012.01488.x

    21. Do Insurance Companies Possess an Informational Monopoly? Empirical Evidence From Auto Insurance

      Paul Kofman and Gregory P. Nini

      Article first published online: 11 SEP 2012 | DOI: 10.1111/j.1539-6975.2012.01487.x

    22. A Savings Plan With Targeted Contributions

      Iqbal Owadally, Steven Haberman and Denise Gómez Hernández

      Article first published online: 6 AUG 2012 | DOI: 10.1111/j.1539-6975.2012.01485.x

    23. Corporate Insurance With Safety Loadings: A Note

      Lutz G. Arnold and Johannes Hartl

      Article first published online: 6 AUG 2012 | DOI: 10.1111/j.1539-6975.2012.01486.x

    24. Managing Systematic Mortality Risk With Group Self-Pooling and Annuitization Schemes

      Chao Qiao and Michael Sherris

      Article first published online: 29 JUL 2012 | DOI: 10.1111/j.1539-6975.2012.01483.x

    25. Pricing Mortality Securities With Correlated Mortality Indexes

      Yijia Lin, Sheen Liu and Jifeng Yu

      Article first published online: 20 JUL 2012 | DOI: 10.1111/j.1539-6975.2012.01481.x

    26. Predicting Multivariate Insurance Loss Payments Under the Bayesian Copula Framework

      Yanwei Zhang and Vanja Dukic

      Article first published online: 20 JUL 2012 | DOI: 10.1111/j.1539-6975.2012.01480.x

    27. Mortality Portfolio Risk Management

      Samuel H. Cox, Yijia Lin, Ruilin Tian and Luis F. Zuluaga

      Article first published online: 28 MAY 2012 | DOI: 10.1111/j.1539-6975.2012.01469.x

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