10
H index
10
i10 index
285
Citations
Georgia State University | 10 H index 10 i10 index 285 Citations RESEARCH PRODUCTION: 10 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Richard D. Phillips. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Risk & Insurance | 3 |
Journal of Banking & Finance | 2 |
Journal of Financial Services Research | 2 |
Working Papers Series with more than one paper published | # docs |
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FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta | 2 |
Year | Title of citing document |
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2021 | Improved 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. Full description at Econpapers || Download paper |
2021 | Pricing 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. Full description at Econpapers || Download paper |
2021 | Hedge Accounting and Firms’ Future Investment Spending. (2021). Mazzi, Francesco ; Kress, Andreas ; Hartlieb, Sven ; Eierle, Brigitte. In: Working Papers - Business. RePEc:frz:wpmmos:wp2021_01.rdf. Full description at Econpapers || Download paper |
2021 | Interaction effects of corporate hedging activities for a multi-risk exposure: evidence from a quasi-natural experiment. (2021). Rathgeber, Andreas W ; Wichmann, Lena ; Geyer-Klingeberg, Jerome ; Alasseur, Clemence ; Hang, Markus. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00909-6. Full description at Econpapers || Download paper |
2022 | Pricing dynamics in the market for catastrophe bonds. (2022). Perez, M. Fabricio ; Kanj, Olga ; Carayannopoulos, Peter. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:1:d:10.1057_s41288-020-00194-3. Full description at Econpapers || Download paper |
2022 | Risk transfer beyond reinsurance: the added value of CAT bonds. (2022). Gurtler, Marc ; Gotze, Tobias. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:1:d:10.1057_s41288-021-00234-6. Full description at Econpapers || Download paper |
2022 | A Natural Disasters Index. (2022). Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thilini. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:24:y:2022:i:2:d:10.1007_s10018-021-00321-x. Full description at Econpapers || Download paper |
2022 | On a Markovian Game Model for Competitive Insurance Pricing. (2022). Dutang, Christophe ; Mouminoux, Claire ; Albrecher, Hansjoerg ; Loisel, Stephane. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09906-1. Full description at Econpapers || Download paper |
2021 | Rather complements than substitutes: Firm value effects of capital structure and financial hedging decisions. (2021). Stockl, Stefan ; Rathgeber, Andreas W ; Geyerklingeberg, Jerome ; Hang, Markus. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:4895-4917. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2005 | Estimating the Cost of Equity Capital for Property?Liability Insurers In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 23 |
2007 | The Allocation of Governmental Regulatory Authority: Federalism and the Case of Insurance Regulation In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 6 |
2011 | Introduction to the 2011 Symposium Issue of JRI on Microinsurance In: Journal of Risk & Insurance. [Citation analysis] | article | 0 |
2008 | Regulator performance, regulatory environment and outcomes: An examination of insurance regulator career incentives on state insurance markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2008 | Hedging, financing, and investment decisions: Theory and empirical tests In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
2004 | The basis risk of catastrophic-loss index securities In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 70 |
2000 | The Basis Risk of Catastrophic-Loss Index Securities.(2000) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | paper | |
1998 | The rise of risk management In: Economic Review. [Full Text][Citation analysis] | article | 8 |
1996 | Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 6 |
1996 | Corporate 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: 6 | paper | |
1997 | Derivatives and corporate risk management: participation and volume decisions in the insurance industry In: FRB Atlanta Working Paper. [Full Text][Citation analysis] | paper | 17 |
1998 | Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry.(1998) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
1998 | Regulatory solvency prediction in property-liability insurance: risk-based capital, audit ratios, and cash flow simulation In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
2002 | Keeping up with the Joneses: Changing Rating Standards and the Buildup of Capital by U.S. Property-Liability Insurers In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 9 |
2002 | The Capital Structure of Firms Subject to Price Regulation: Evidence from the Insurance Industry In: Journal of Financial Services Research. [Full Text][Citation analysis] | article | 21 |
1999 | Pricing Excess-of-Loss Reinsurance Contracts against Cat as trophic Loss In: NBER Chapters. [Full Text][Citation analysis] | chapter | 23 |
1998 | Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss.(1998) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2001 | The Incentive Effects of No-Fault Automobile Insurance. In: Journal of Law and Economics. [Full Text][Citation analysis] | article | 21 |
1999 | The Incentive Effects of No Fault Automobile Insurance.(1999) In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
1996 | Financial Pricing of Insurance in the Multiple Line Insurance Company In: Center for Financial Institutions Working Papers. [Full Text][Citation analysis] | paper | 27 |
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