John Cummins : Citation Profile


Are you John Cummins?

Temple University

31

H index

56

i10 index

2481

Citations

RESEARCH PRODUCTION:

65

Articles

39

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   43 years (1972 - 2015). See details.
   Cites by year: 57
   Journals where John Cummins has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 50 (1.98 %)

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   Permalink: http://citec.repec.org/pcu15
   Updated: 2023-03-25    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with John Cummins.

Is cited by:

Dionne, Georges (54)

Biener, Christian (48)

Eling, Martin (27)

Bikker, Jacob (25)

Berger, Allen (23)

Blake, David (22)

Gaganis, Chrysovalantis (20)

Boyer, M. Martin (19)

Yu, Min-Teh (19)

Hallegatte, Stephane (18)

Pasiouras, Fotios (17)

Cites to:

Berger, Allen (49)

Weiss, Mary (46)

Froot, Kenneth (37)

Phillips, Richard (19)

Mester, Loretta (19)

Dionne, Georges (14)

merton, robert (13)

Stein, Jeremy (12)

Scharfstein, David (11)

Perelman, Sergio (11)

Jensen, Michael (10)

Main data


Where John Cummins has published?


Journals with more than one article published# docs
Journal of Banking & Finance13
Journal of Risk & Insurance10
Journal of Risk and Uncertainty5
Risk Management and Insurance Review5
The Geneva Papers on Risk and Insurance - Issues and Practice3
Insurance: Mathematics and Economics3
Journal of Productivity Analysis3
Journal of Financial Intermediation2
Management Science2
Journal of Financial Services Research2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of Philadelphia3
Post-Print / HAL3
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing John Cummins (2022 and 2021)


YearTitle of citing document
2022Reinsurance – an efficient solution of catastrophe risk transfer for the housing stock of Romania. (2022). Radu, Nicoleta. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:139-150.

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2054Estimating the Profit Efficiency of Contract and Non-Contract Rice Farms in Taiwan -- A Meta-Frontier and A Cross-Frontier Appraoch Applications. (2054). Hu, Wu-Yueh ; Tseng, Wei-Chun ; Chen, Chi-Chung ; Chang, Ching-Cheng. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205445.

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2022Risk Loadings in Classification Ratemaking. (2020). Meng, Shengwang ; Li, Zhengxiao ; Yang, Liang. In: Papers. RePEc:arx:papers:2002.01798.

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2021On Capital Allocation for a Risk Measure Derived from Ruin Theory. (2021). Winands, Erik ; Spreij, Peter ; Mandjes, Michel ; Delsing, Guusje. In: Papers. RePEc:arx:papers:2103.16264.

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2021Risk measures induced by efficient insurance contracts. (2021). Zitikis, Ricardas ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2109.00314.

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2022A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives. (2022). Dixon, Matthew ; Chatterjee, Arpita ; Domfeh, Dixon. In: Papers. RePEc:arx:papers:2205.04520.

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2022Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach. (2022). Charpentier, Arthur ; Sakr, Nourhan ; Hassan, Menna. In: Papers. RePEc:arx:papers:2207.01010.

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2021Industry regulation, fund characteristics, and the efficiency of Australian private health insurers. (2021). Worthington, Andrew C ; Nguyen, Lan. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:781-801.

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2021When LIBOR becomes LIEBOR: Reputational penalties and bank contagion. (2021). Parbonetti, Antonio ; Huan, Xing ; Fabrizi, Michele. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:1:p:157-178.

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2021De?risking through equity holdings: Bank and insurer behavior under capital requirements. (2021). Zhu, Min ; Zhou, Qing ; Yang, Liu. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:1889-1917.

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2021Parametric representation of the top of income distributions: Options, historical evidence, and model selection. (2021). Hlasny, Vladimir. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:4:p:1217-1256.

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2021Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481.

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2021Insurability of pandemic risks. (2021). Kartasheva, Anastasia ; Guxha, Danjela ; Grundl, Helmut ; Schmeiser, Hato. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:4:p:863-902.

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2022The information content of the Solvency II ratio relative to earnings. (2022). Wielhouwer, Jacco L ; Schoute, Martijn ; Mukhtarov, Sanan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:237-266.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2022Asymmetric information and insurance cycles. (2022). Garven, James R ; Dicks, David L. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:449-474.

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2022Race discrimination in the adjudication of claims: Evidence from earthquake insurance. (2022). Browne, Mark J ; Lin, Xiao ; Hofmann, Annette. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:553-580.

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2022Cyber risk management in the US banking and insurance industry: A textual and empirical analysis of determinants and value. (2022). Schubert, Madeline ; Gatzert, Nadine. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:725-763.

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2021Producer Services and Productivity: A Global Value Chain Perspective. (2021). Cheng, Dazhong ; Xiao, Zhiguo. In: Review of Income and Wealth. RePEc:bla:revinw:v:67:y:2021:i:2:p:418-444.

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2021The short?run impact of COVID?19 on the activity in the insurance industry in the Republic of North Macedonia. (2021). Stojkoski, Viktor ; Ivanovski, Igor ; Jolakoski, Petar. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:3:p:221-242.

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2021Analysis of community?owned mutual insurers prospects of development in CEE countries: Outlining research agenda. (2021). Paukovi, Hrvoje ; Talonen, Antti ; Krito, Jaka. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:3:p:243-261.

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2021An empirical investigation of determinants of life insurers’ performance: Evidence from selected countries in Central, Eastern, and Southeastern Europe (CESEE). (2021). Ibej, Gorazd ; Poposki, Klime ; Srbinoski, Bojan. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:3:p:293-310.

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2021A replication study of moral hazard in bodily injury liability auto insurance claims filing decisions. (2021). Kerr, Dana A. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:4:p:401-419.

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2022ROLE OF ECONOMIC FACTORS IN PROPERTY LIABILITY INSURANCE CONSUMPTION: EMPIRICALLY EXAMINING THE INDIAN MARKET. (2022). Amlan, Ghosh ; Abhijit, Mukherjee. In: Studies in Business and Economics. RePEc:blg:journl:v:17:y:2022:i:1:p:112-129.

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2021Estimating China’s Future Life Insurance Market. (2021). Aaron, Bruhn ; Fei, Huang ; Jiyue, MA. In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:15:y:2021:i:1:p:16:n:2.

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2021Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks. (2021). Kočenda, Evžen ; Kocenda, Even ; Bro, Vaclav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9463.

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2021Non-linear Effects of Market Concentration on the Underwriting Profitability of the Non-life Insurance Sector in Europe. (2021). Badura, Ondrej ; Janku, Jan. In: Working Papers. RePEc:cnb:wpaper:2021/9.

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2022Temporal networks in the analysis of financial contagion. (2022). Vouldis, Angelos ; Nocciola, Luca ; Franch, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222667.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2021Religiosity and risk taking: Is there a demand-side effect?. (2021). Irlbeck, Steven ; Berry-Stolzle, Thomas R. In: Journal of Corporate Finance. RePEc:eee:corfin:v:71:y:2021:i:c:s092911992100239x.

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2022Market liquidity and excess volatility: Theory and experiment. (2022). Choi, Jae Hoon ; Munro, David. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001476.

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2021Country factor behavior for integration improvement of European life insurance markets. (2021). Rubio-Misas, Maria ; Cummins, David J. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:186-202.

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2021Group firms’ access to internal capital markets: The contingent roles of group resources and affiliates’ financial weakness. (2021). Shiu, Yung-Ming ; Hsiao, Ching-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:135-156.

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2021Is insurance normal or inferior? -A regret theoretical approach-. (2021). Osaki, Yusuke ; Okura, Mahito ; Fujii, Yoichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001674.

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2021Indifference pricing of insurance-linked securities in a multi-period model. (2021). Yuan, Zhongyi ; Tang, Qihe ; Liu, Haibo. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:2:p:793-805.

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2021A neutral cross-efficiency evaluation method based on interval reference points in consideration of bounded rational behavior. (2021). Wang, Ying-Ming ; Chen, Lei ; Shi, Hai-Liu . In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1098-1110.

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2021Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverage. (2021). Schreiber, Florian ; Schmeiser, Hato ; Reichel, Lukas. In: European Journal of Operational Research. RePEc:eee:ejores:v:292:y:2021:i:2:p:770-783.

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2021Risk sharing with multiple indemnity environments. (2021). Chong, Wing Fung ; Chi, Yichun ; Boonen, Tim J ; Asimit, Alexandru V. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:587-603.

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2021Optimal insurance contract specification in the upstream sector of the oil and gas industry. (2021). Fanzeres, Bruno ; Torraca, Ana Patricia. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:718-732.

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2022Insurance risk analysis of financial networks vulnerable to a shock. (2022). Xun, LI ; Tong, Zhiwei ; Tang, Qihe. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:2:p:756-771.

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2022Reinsurance demand and liquidity creation: A search for bicausality. (2022). Dionne, Georges ; Kone, Ngolo ; Desjardins, Denise. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:137-154.

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2021Brokerage M&As and the peer effect on analyst forecast accuracy. (2021). Zurbruegg, Ralf ; Cheong, Chee Seng ; Mai, Lan Thi. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s105752192030291x.

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2022Systemic risk in the Chinese financial system: A panel Granger causality analysis. (2022). Urga, Giovanni ; Cincinelli, Peter ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001405.

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2022Internal and external analysis of community banks performance. (2022). Alidaee, Bahram ; Wang, Haibo ; Huang, Jun. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003593.

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2023Catastrophe bond pricing in the primary market: The issuer effect and pricing factors. (2023). Shao, Jia ; Pantelous, Athanasios A ; Mitra, Sovan ; Chatoro, Marian. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003817.

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2021Impact on the firm value of financial institutions from penalties for violating anti-money laundering and economic sanctions regulations. (2021). Ngo, Thanh ; Houmes, Robert ; Jory, Surendranath Rakesh ; Wang, Daphne ; Gowin, Kathleen Donnelly. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320301550.

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2022Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194.

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2021Capital, aggregate risk, insurance prices and regulation. (2021). Wang, Jinjing ; Subramanian, Ajay. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:156-192.

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2022Regret-based optimal insurance design. (2022). Chi, Yichun ; Zhuang, Sheng Chao. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:102:y:2022:i:c:p:22-41.

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2022Risk measures induced by efficient insurance contracts. (2022). Zitikis, Riardas ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:103:y:2022:i:c:p:56-65.

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2021Improved index insurance design and yield estimation using a dynamic factor forecasting approach. (2021). Zhu, Wenjun ; Tan, Ken Seng ; Porth, Lysa ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:208-221.

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2021Model-independent price bounds for Catastrophic Mortality Bonds. (2021). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:276-291.

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2021Longevity risk and capital markets: The 2019-20 update. (2021). , Andrew ; Blake, David. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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2021The merits of pooling claims: Mutual vs. stock insurers. (2021). Orozco-Garcia, Carolina ; Schmeiser, Hato. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:92-104.

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2021Economies of scope, organizational form, and insolvency risk: Evidence from the takaful industry. (2021). Weiss, Mary A ; Cummins, David J ; Al-Amri, Khalid . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301438.

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2022Press freedom and operational losses: The monitoring role of the media. (2022). Keresztúri, Judit Lilla ; Berlinger, Edina ; Tamasne, Zsuzsanna Vneki ; Lubloy, agnes ; Kereszturi, Judit Lilla. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002006.

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2021EU intermediary regulation and its impact on insurance agent quality: Evidence from Germany. (2021). Tennyson, Sharon ; Lex, Christoph . In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s0144818821000454.

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2021Economic capital and RAROC in a dynamic model. (2021). Zanjani, George ; Bauer, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000297.

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2022Operational Risk is More Systemic than You Think: Evidence from U.S. Bank Holding Companies. (2022). Sedunov, John ; Mihov, Atanas ; Curti, Filippo ; Berger, Allen N. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:143:y:2022:i:c:s0378426622001996.

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2021Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:504-522.

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2022On the optimal management of counterparty risk in reinsurance contracts. (2022). Schreiber, Florian ; Schmeiser, Hato ; Reichel, Lukas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:201:y:2022:i:c:p:374-394.

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2021Risk management, firm reputation, and the impact of successful cyberattacks on target firms. (2021). Milidonis, Andreas ; Stulz, Rene M ; Kim, Jungmin ; Kang, Jun-Koo ; Kamiya, Shinichi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:719-749.

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2022The deterrent effect of tort law: Evidence from medical malpractice reform. (2022). Black, Bernard S ; Zabinski, Zenon. In: Journal of Health Economics. RePEc:eee:jhecon:v:84:y:2022:i:c:s0167629622000571.

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2022Mortgage-related bank penalties and systemic risk among U.S. banks. (2022). Kočenda, Evžen ; Koenda, Even ; Bro, Vaclav. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002266.

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2021The link between the federal funds rate and banking system distress: An empirical investigation. (2021). Elyasiani, Elyas ; Akcay, Mustafa. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301890.

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2022Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model. (2022). Fareed, Zeeshan ; Shahzad, Farrukh ; Irfan, Muhammad ; Iqbal, Najaf ; Chen, Ruoyu. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001660.

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2022Insurance with heterogeneous preferences. (2022). Liu, Fangda ; Boonen, Tim J. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:102:y:2022:i:c:s030440682200074x.

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2021Business complexity and risk management: Evidence from operational risk events in U.S. bank holding companies. (2021). Wang, Jianlin ; Ozdagli, Ali ; Chernobai, Anna. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:418-440.

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2022Central Bank Policy and the concentration of risk: Empirical estimates. (2022). Kim, Daisoon ; Rey, Helene ; Coimbra, Nuno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:125:y:2022:i:c:p:182-198.

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2021Pricing catastrophe swaps with default risk and stochastic interest rates. (2021). Yu, Min-Teh ; Lee, Jin-Ping ; Chang, Carolyn W ; Lo, Chien-Ling. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305165.

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2021Do controlling shareholders expropriate employees? Evidence from workplace fatalities in China. (2021). Wang, Xin ; Luo, Jin-Hui ; Liu, Hang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x2100161x.

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2021Insurance and geopolitical risk: Fresh empirical evidence. (2021). Nakhli, Mohamed Sahbi ; Hemrit, Wael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:320-334.

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2021Systemic-systematic risk in financial system: A dynamic ranking based on expectiles. (2021). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:330-365.

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2022Combating the COVID-19 pandemic: The role of disaster experience. (2022). Zhang, Yongjie ; Wang, Lidan ; Li, Jie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002026.

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2021Is it time for an integrated aviation market in Northeast Asia? An airline performance perspective. (2021). Zhang, Yahua. In: Transport Policy. RePEc:eee:trapol:v:110:y:2021:i:c:p:161-169.

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2021A dynamic MST-deltaCoVaR model of systemic risk in the European insurance sector. (2021). Wanat, Stanisaw ; Denkowska, Anna. In: Statistics in Transition New Series. RePEc:exl:29stat:v:22:y:2021:i:2:p:173-188.

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2023The Information Value of Past Losses in Operational Risk. (2023). Migueis, Marco ; Curti, Filippo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-03.

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2021Capital Constraints and Risk Shifting: An Instrumental Approach. (2021). King, Thomas ; Drexler, Alejandro. In: Working Paper Series. RePEc:fip:fedhwp:93018.

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2021Solvency Regulation—An Assessment of Basel III for Banks and of Planned Solvency III for Insurers. (2021). Zweifel, Peter. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:258-:d:570896.

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2022Pricing Cat Bonds for Cloud Service Failures. (2022). Naldi, Maurizio ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:463-:d:943543.

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2022Developing a Model of Insurance Securitisation in Iranian Environmental Conditions. (2022). Nahandi, Younes Badavar ; Oskooe, Ali Paytakhti ; Salehi, Mahdi ; Zeynali, Mehdi ; Peivandi, Mahshid. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:544-:d:979882.

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2022Readability of Financial Footnotes, Audit Fees, and Risk Management Committee. (2022). Harymawan, Iman ; Prabhawa, Aditya Aji. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:170-:d:898643.

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2021Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds. (2021). Linders, Daniel ; Marvi, Morteza Tavanaie. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:215-:d:692610.

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2021Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk. (2021). Guillen, Montserrat ; Bolance, Catalina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:77-:d:536622.

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2021Risk Management Committee, Auditor Choice and Audit Fees. (2021). Nasih, Mohammad ; Prabhawa, Aditya Aji ; Harymawan, Iman ; Gautama, Fajar Kristanto. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:156-:d:622771.

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2021Thai Non-Life Insurance Companies’ Resilience and the Historic 2011 Floods: Some Recommendations for Greater Sustainability. (2021). Rickards, Robert C ; Terdpaopong, Kanitsorn. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:8890-:d:610954.

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2022Towards a Global Solvency Model in the Insurance Market: A Qualitative Analysis. (2022). Trigo, Eduardo ; de la Pea, Iaki J ; Garayeta, Asier. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6465-:d:823831.

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2022The Spatial Effect of Financial Innovation on Intellectualized Transformational Upgrading of Manufacturing Industry: An Empirical Evidence from China. (2022). Wang, Wen Li ; Cui, Fenfang ; Zhou, Juanmei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:7665-:d:845976.

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2022Two-Way Risk Spillover of Financial and Real Sectors in the Presence of Major Public Emergencies. (2022). Li, Yong ; Zhang, Ziyi ; Niu, Tong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12571-:d:932236.

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2022Cost Sharing in Insurance Communities: A Hybrid Approach Based on Multiple-Choice Objective Programming and Cooperative Games. (2022). Xia, Zilong ; Ji, Ying ; Qu, Shaojian ; Cao, Xinbang ; Li, Yuanzhong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16792-:d:1003504.

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2022The Value Relevance of Operational Innovation: Insights from the Perspective of Firm Life Cycle. (2022). Won, Jayoun ; Ryu, Sang-Lyul. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2058-:d:747045.

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2021Cost functions are nonconvex in the outputs when the technology is nonconvex: convexification is not harmless. (2021). Kerstens, Kristiaan ; van De, Ignace. In: Post-Print. RePEc:hal:journl:hal-03274911.

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2021Exploring Horizontal Mergers in Swedish District Courts Using Convex and Nonconvex Technologies: Usefulness of a Conservative Approach. (2021). Zhu, Qingyuan ; Kerstens, Kristiaan ; Chen, Xiaoqing. In: Working Papers. RePEc:ies:wpaper:e202107.

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More than 100 citations found, this list is not complete...

Works by John Cummins:


YearTitleTypeCited
1992Controlling Automobile Insurance Costs In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article33
2007Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail In: Review of Applied Economics.
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article4
2003Ownership Structure Changes in the Insurance Industry: An Analysis of Demutualization In: Journal of Risk & Insurance.
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article28
2004The Demand for Insurance With an Upper Limit on Coverage In: Journal of Risk & Insurance.
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article30
2005Securitization of Life Insurance Assets and Liabilities In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article51
2005Estimating the Cost of Equity Capital for Property?Liability Insurers In: Journal of Risk & Insurance.
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article22
2006The Economics of Insurance Intermediaries In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article40
2009Securitization, Insurance, and Reinsurance In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article42
2009Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk?Transfer Solutions In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article91
2014Introduction: Symposium on Convergence, Interconnectedness, and Crises: Insurance and Banking In: Journal of Risk & Insurance.
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article0
2014Systemic Risk and The U.S. Insurance Sector In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article48
2014Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
article80
2007Reinsurance for Natural and Man?Made Catastrophes in the United States: Current State of the Market and Regulatory Reforms In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article10
2008CAT Bonds and Other Risk?Linked Securities: State of the Market and Recent Developments In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article58
2008Insurance Market Dynamics: Between Global Developments and Local Contingencies In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article12
2008Insurance market dynamics: Between global developments and local contingencies.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2008Insurance market dynamics: Between global developments and local contingencies.(2008) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
2000Allocation of Capital in the Insurance Industry In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article18
2006The Insurance Brokerage Industry Post?October 2004 In: Risk Management and Insurance Review.
[Full Text][Citation analysis]
article1
1972A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors In: UCLA Economics Working Papers.
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paper0
1974A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors..(1974) In: Econometrica.
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This paper has another version. Agregated cites: 0
article
1984Some microeconomic evidence concerning the determinants of saving through private pension funds in the U.S. In: Economics Letters.
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article0
1994Capital structure and the cost of equity capital in the property-liability insurance industry In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article11
2010Longevity bond premiums: The extreme value approach and risk cubic pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article19
1990Applications of the GB2 family of distributions in modeling insurance loss processes In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article36
1988Applications of the Gb2 Family of Distributions in the Modeling Insurance Loss Processe..(1988) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 36
paper
1988APPLICATIONS OF THE GB2 FAMILY OF DISTRIBUTIONS IN THE MODELING INSURANCE LOSS PROCESSE..(1988) In: Cahiers de recherche.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
1985Forecasting automobile insurance paid claim costs using econometric and ARIMA models In: International Journal of Forecasting.
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article5
1993Measuring cost efficiency in the property-liability insurance industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article57
1994Tax management and investment strategies of property-liability insurers In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
1995Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance In: Journal of Banking & Finance.
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article48
1995nsolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance.(1995) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
paper
1996Capital and risk in property-liability insurance markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article83
1999Consolidation and efficiency in the US life insurance industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article86
1998Consolidation and efficiency in the U.S. life insurance industry.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 86
paper
1998Consolidation and Efficiency in the U.S. Life Insurance Industry.(1998) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2002Can insurers pay for the big one? Measuring the capacity of the insurance market to respond to catastrophic losses In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article59
1999Can Insurers Pay for the Big One? Measuring the Capacity of an Insurance Market to Respond to Catastrophic Losses.(1999) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 59
paper
2004The effect of organizational structure on efficiency: Evidence from the Spanish insurance industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article57
2006Introduction: Special section on operational risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article1
2006The market value impact of operational loss events for US banks and insurers In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article76
2008Dynamics of insurance markets: Structure, conduct, and performance in the 21st century In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2008Mergers and acquisitions in the US property-liability insurance industry: Productivity and efficiency effects In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article58
2010Performance measurement in the financial services sector: Frontier efficiency methodologies and other innovative techniques In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2010Economies of scope in financial services: A DEA efficiency analysis of the US insurance industry In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article73
2004The basis risk of catastrophic-loss index securities In: Journal of Financial Economics.
[Full Text][Citation analysis]
article69
2000The Basis Risk of Catastrophic-Loss Index Securities.(2000) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 69
paper
1997Price, Financial Quality, and Capital Flows in Insurance Markets In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article90
2000Conglomeration versus Strategic Focus: Evidence from the Insurance Industry In: Journal of Financial Intermediation.
[Full Text][Citation analysis]
article98
1999Conglomeration versus strategic focus: evidence from the insurance industry.(1999) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2000Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry.(2000) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98
paper
2004An empirical analysis of the economic impact of federal terrorism reinsurance In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article39
2004An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39
paper
2009Market values and efficiency in US insurer acquisitions and divestitures In: Managerial Finance.
[Full Text][Citation analysis]
article11
1998The rise of risk management In: Economic Review.
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article8
1996Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper4
1996Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers.(1996) In: Center for Financial Institutions Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
1997Derivatives and corporate risk management: participation and volume decisions in the insurance industry In: FRB Atlanta Working Paper.
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paper14
1998Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry.(1998) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 14
paper
1991The structure, conduct, and regulation of the property-liability insurance industry In: Conference Series ; [Proceedings].
[Full Text][Citation analysis]
article4
1995The coexistence of multiple distribution systems for financial services: the case of property-liability insurance In: Finance and Economics Discussion Series.
[Citation analysis]
paper73
1997The Coexistence of Multiple Distribution Systems for Financial Services: The Case of Property-Liability Insurance..(1997) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 73
article
1995The Coexistence of Multiple Distributions Systems for Financial Services: The Case of Property-Liability Insurance.(1995) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 73
paper
2006Should the government provide insurance for catastrophes? In: Review.
[Full Text][Citation analysis]
article19
1998Organizational form and efficiency: an analysis of stock and mutual property-liability insurers In: Working Papers.
[Citation analysis]
paper10
1998Organizational Form and Efficiency: An Analysis of Stock and Mutual Property-Liability Insurers.(1998) In: Center for Financial Institutions Working Papers.
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This paper has another version. Agregated cites: 10
paper
1998Regulatory solvency prediction in property-liability insurance: risk-based capital, audit ratios, and cash flow simulation In: Working Papers.
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paper19
2007Handbook of international insurance. Between global dynamics and local contingencies In: Post-Print.
[Citation analysis]
paper16
2004International Comparison of Interest Rate Guarantees in Life Insurance In: Discussion Papers.
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paper7
2006Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities In: Cahiers de recherche.
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paper20
2009Efficiency of insurance firms with endogenous risk management and financial intermediation activities.(2009) In: Journal of Productivity Analysis.
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article
2006Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities.(2006) In: Cahiers de recherche.
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paper
2008The Costs and Benefits of Reinsurance In: Cahiers de recherche.
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paper12
1981Portfolio Optimization Models for Property-Liability Insurance Companies: An Analysis and Some Extensions In: Management Science.
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article6
1999Organizational Form and Efficiency: The Coexistence of Stock and Mutual Property-Liability Insurers In: Management Science.
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article91
2002Optimal Capital Utilization by Financial Firms: Evidence from the Property-Liability Insurance Industry In: Journal of Financial Services Research.
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article62
2002Capitalization of the Property-Liability Insurance Industry: Overview In: Journal of Financial Services Research.
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article9
1998Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry In: Journal of Productivity Analysis.
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article106
1997Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry.(1997) In: Center for Financial Institutions Working Papers.
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paper
2013Efficiency, productivity, and scale economies in the U.S. property-liability insurance industry In: Journal of Productivity Analysis.
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article23
1996Moral Hazard in Insurance Claiming: Evidence from Automobile Insurance. In: Journal of Risk and Uncertainty.
[Citation analysis]
article42
2003Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-Term Contracting: The Case of Terrorism Insurance. In: Journal of Risk and Uncertainty.
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article31
2003Optimal Insurance with Divergent Beliefs about Insurer Total Default Risk. In: Journal of Risk and Uncertainty.
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article26
1992Reinsurance and the Liability Insurance Crisis. In: Journal of Risk and Uncertainty.
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article31
1992Adverse Selection and Equilibrium in Liability Insurance Markets. In: Journal of Risk and Uncertainty.
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article0
1998Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers. In: Review of Quantitative Finance and Accounting.
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article1
2006Deregulation, Consolidation, and Efficiency: Evidence from the Spanish Insurance Industry In: Journal of Money, Credit and Banking.
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article77
2001Deregulation, Consolidation, and Efficiency: Evidence From the Spanish Insurance Industry.(2001) In: Center for Financial Institutions Working Papers.
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paper
1987Applications of the Gb2 Family of Probability Distributions in Collective Risk Theory In: Cahiers de recherche.
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paper0
1975Federal Financial Exposure to Natural Catastrophe Risk In: NBER Chapters.
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chapter0
1999Pricing Excess-of-Loss Reinsurance Contracts against Cat as trophic Loss In: NBER Chapters.
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1998Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss.(1998) In: Center for Financial Institutions Working Papers.
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paper
2013Systemic Risk and Regulation of the U.S. Insurance Industry In: NFI Policy Briefs.
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paper8
1991The Effects of No Fault on Automobile Insurance Loss Costs In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article4
2005Convergence in Wholesale Financial Services: Reinsurance and Investment Banking In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article2
2015Mergers and Acquisitions in the Global Insurance Industry: Valuation Effects In: The Geneva Papers on Risk and Insurance - Issues and Practice.
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article4
1979A Note on the Relative Efficiency of Property-Liability Insurance Distribution Systems In: Bell Journal of Economics.
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article34
2001The Incentive Effects of No-Fault Automobile Insurance. In: Journal of Law and Economics.
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article22
1999The Incentive Effects of No Fault Automobile Insurance.(1999) In: Center for Financial Institutions Working Papers.
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2009Catastrophe Risk Financing in Developing Countries : Principles for Public Intervention In: World Bank Publications - Books.
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2008Hedging under counterparty credit uncertainty In: Journal of Futures Markets.
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article5
2002Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance In: Center for Financial Institutions Working Papers.
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paper1
1993An Asian Option to the Valuation of Insurance Futures Contracts In: Center for Financial Institutions Working Papers.
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1993The Tort System Lottery and Insurance Fraud In: Center for Financial Institutions Working Papers.
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1996Financial Pricing of Insurance in the Multiple Line Insurance Company In: Center for Financial Institutions Working Papers.
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1996Productivity and Technical Efficiency in the Italian Insurance Industry In: Center for Financial Institutions Working Papers.
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1998Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods In: Center for Financial Institutions Working Papers.
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