Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Risk & Insurance / The American Risk and Insurance Association

0.76

Impact Factor

0.81

5-Years IF

22

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.4000 (%)0.15
20010.401500 (%)0.15
20020.420200 (%)0.18
20030.44393940.1212003 (1.4%)10.030.18
20040.180.490.18387790.122113973971 (%)10.030.2
20050.210.530.2126103210.2233771677165 (2.1%)40.150.21
20060.470.510.4333136570.423186430103445 (1.6%)80.240.2
20070.420.440.3737173520.31735925136503 (1.7%)10.030.18
20080.370.470.51482211060.482337026173883 (1.3%)70.150.2
20090.360.470.46382591130.442548531182846 (2.4%)50.130.19
20100.440.440.65413002120.7123886381821183 (1.3%)90.220.16
20110.720.510.71433432410.715279571971391 (%)40.090.2
20120.760.560.68453882750.7112284642071411 (%)60.130.21
20130.610.660.85394273710.87908854215183 (%)20.050.23
20140.610.670.74364633270.71628451206152 (%)110.310.22
20150.760.820.81344974300.87157557204166 (%)30.090.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

#YearTitleCited
12006A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration. (2006). Blake, David ; Andrew J. G. Cairns, ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:4:p:687-718.

Full description at Econpapers || Download paper

121
22010Testing for Adverse Selection in Insurance Markets. (2010). Siegelman, Peter ; Cohen, Alma. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:1:p:39-84.

Full description at Econpapers || Download paper

75
32009The Private Market for Long-Term Care Insurance in the United States: A Review of the Evidence. (2009). Finkelstein, Amy ; Brown, Jeffrey. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:1:p:5-29.

Full description at Econpapers || Download paper

51
42005Securitization of Mortality Risks in Life Annuities. (2005). Cox, Samuel H. ; Lin, Yijia . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:2:p:227-252.

Full description at Econpapers || Download paper

42
52004The Impact of Regret on the Demand for Insurance. (2004). Muermann, Alexander ; Braun, Michael . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:4:p:737-767.

Full description at Econpapers || Download paper

38
62009Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions. (2009). Weiss, Mary ; Cummins, John. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:493-545.

Full description at Econpapers || Download paper

37
72006Survivor Swaps. (2006). Blake, David ; Andrew J. G. Cairns, ; Dawson, Paul ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:1:p:1-17.

Full description at Econpapers || Download paper

36
82009The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation. (2009). Harrington, Scott E.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:4:p:785-819.

Full description at Econpapers || Download paper

34
92010Come Rain or Shine: Evidence on Flood Insurance Purchases in Florida. (2010). Michel-Kerjan, Erwann ; Kousky, Carolyn. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:2:p:369-397.

Full description at Econpapers || Download paper

32
102008Does Insurance Market Activity Promote Economic Growth? A Cross-Country Study for Industrialized and Developing Countries. (2008). Arena, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:4:p:921-946.

Full description at Econpapers || Download paper

31
112009Copulas: A Personal View. (2009). Embrechts, Paul . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:639-650.

Full description at Econpapers || Download paper

31
122006After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures. (2006). Blake, David ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:2:p:193-229.

Full description at Econpapers || Download paper

30
132003Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option. (2003). Bacinello, Anna Rita . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:70:y:2003:i:3:p:461-487.

Full description at Econpapers || Download paper

29
142006Longevity Bonds: Financial Engineering, Valuation, and Hedging. (2006). Blake, David ; Cairns, Andrew ; MacMinn, Richard ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:4:p:647-672.

Full description at Econpapers || Download paper

29
152008Flood Hazards, Insurance Rates, and Amenities: Evidence From the Coastal Housing Market. (2008). Landry, Craig ; Kruse, Jamie Brown ; Bin, Okmyung . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:1:p:63-82.

Full description at Econpapers || Download paper

28
162014Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis. (2014). Weiss, Mary ; Viswanathan, Krupa ; Cummins, John ; Chen, Hua . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:81:y:2014:i:3:p:623-652.

Full description at Econpapers || Download paper

27
172003Redistribution and Insurance: Mandatory Annuitization With Mortality Heterogeneity. (2003). Brown, Jeffrey. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:70:y:2003:i:1:p:17-41.

Full description at Econpapers || Download paper

26
182005Securitization of Life Insurance Assets and Liabilities. (2005). Cummins, John ; Cowley, Alex. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:2:p:193-226.

Full description at Econpapers || Download paper

25
192005Insurance in a Market for Credence Goods. (2005). Wambach, Achim ; Suelzle, Kai ; Sulzle, Kai . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:1:p:159-176.

Full description at Econpapers || Download paper

25
202010An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach. (2010). Tsai, Jeffrey ; Huang, H. C. ; Yang, Sharon S. ; Wang, Jennifer L.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:2:p:473-497.

Full description at Econpapers || Download paper

24
212012Optimal Capital Allocation Principles. (2012). Vanduffel, Steven ; Valdez, Emiliano ; Dhaene, Jan ; Tsanakas, Andreas . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:79:y:2012:i:1:p:1-28.

Full description at Econpapers || Download paper

24
222007Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework. (2007). Goderniaux, Anne-Cecile ; Devolder, Pierre ; Denuit, Michel . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:1:p:87-113.

Full description at Econpapers || Download paper

22
232004Homeowners Insurance With Bundled Catastrophe Coverage. (2004). Grace, Martin ; Kleindorfer, Paul R.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:3:p:351-379.

Full description at Econpapers || Download paper

21
242013Designing Index-Based Livestock Insurance for Managing Asset Risk in Northern Kenya. (2013). Carter, Michael ; Barrett, Christopher ; Mude, Andrew G. ; Chantarat, Sommarat . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:80:y:2013:i:1:p:205-237.

Full description at Econpapers || Download paper

21
252004Production Efficiency in the Austrian Insurance Industry: A Bayesian Examination. (2004). Lewis, Danielle ; Anderson, Randy I. ; Randy I . Anderson, ; Ennsfellner, Karl C.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:1:p:135-159.

Full description at Econpapers || Download paper

21
262005Comonotonic Approximations for Optimal Portfolio Selection Problems. (2005). Vanduffel, Steven ; Goovaerts, Marc ; Dhaene, Jan ; Vyncke, D. ; Kaas, R.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:2:p:253-300.

Full description at Econpapers || Download paper

21
272009Optimal Reinsurance Arrangements Under Tail Risk Measures. (2009). Bernard, Carole ; Tian, Weidong . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:709-725.

Full description at Econpapers || Download paper

21
282006Testing for Asymmetric Information in the Automobile Insurance Market Under Rate Regulation. (2006). Saito, Kuniyoshi. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:2:p:335-356.

Full description at Econpapers || Download paper

20
292004Participation in the National Flood Insurance Program: An Empirical Analysis for Coastal Properties. (2004). Landry, Craig ; Kriesel, Warren. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:3:p:405-420.

Full description at Econpapers || Download paper

20
302009Modeling Mortality With Jumps: Applications to Mortality Securitization. (2009). Chen, Hua ; Cox, Samuel H.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:727-751.

Full description at Econpapers || Download paper

19
312008Can a Coherent Risk Measure Be Too Subadditive?. (2008). Vanduffel, Steven ; Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Darkiewicz, G. ; R. J. A. Laeven, . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:2:p:365-386.

Full description at Econpapers || Download paper

18
322006Guarantees in With-Profit and Unitized With-Profit Life Insurance Contracts: Fair Valuation Problem in Presence of the Default Option. (2006). Ballotta, Laura ; Wang, Nan . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:1:p:97-121.

Full description at Econpapers || Download paper

18
332011Participation in Micro Life Insurance and the Use of Other Financial Services in Ghana. (2011). Steiner, Susan ; Giesbert, Lena ; Bendig, Mirko . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:1:p:7-35.

Full description at Econpapers || Download paper

17
342005An Empirical Investigation of Market Structure, Efficiency, and Performance in Property-Liability Insurance. (2005). Weiss, Mary ; Choi, Byeongyong Paul . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:4:p:635-673.

Full description at Econpapers || Download paper

17
352005Financial Intermediary Versus Production Approach to Efficiency of Marketing Distribution Systems and Organizational Structure of Insurance Companies. (2005). Rousseau, John J. ; Wang, Yuying ; Cooper, William W. ; Brockett, Patrick L. ; Golden, Linda L.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:3:p:393-412.

Full description at Econpapers || Download paper

17
362005The Simple Analytics of a Pooled Annuity Fund. (2005). Valdez, Emiliano ; Piggott, John ; Detzel, Bettina. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:3:p:497-520.

Full description at Econpapers || Download paper

17
372005Damages Caps, Insurability, and the Performance of Medical Malpractice Insurance. (2005). Viscusi, W ; Born, Patricia H.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:1:p:23-43.

Full description at Econpapers || Download paper

16
382008Natural Disaster Insurance and the Equity-Efficiency Trade-Off. (2008). Picard, Pierre. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:1:p:17-38.

Full description at Econpapers || Download paper

16
392007The Demand for Life Insurance in OECD Countries. (2007). Nguyen, Pascal ; Moshirian, Fariborz ; Wee, Timothy. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:3:p:637-652.

Full description at Econpapers || Download paper

16
402007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers. (2007). Froot, Kenneth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:2:p:273-299.

Full description at Econpapers || Download paper

16
412008An Extension of Arrows Result on Optimal Reinsurance Contract. (2008). Okolewski, Andrzej ; Kaluszka, Marek . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:2:p:275-288.

Full description at Econpapers || Download paper

15
422006To Hedge or Not to Hedge: Managing Demographic Risk in Life Insurance Companies. (2006). Post, Thomas ; Gründl, Helmut ; Grundl, Helmut ; Schulze, Roman N.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:1:p:19-41.

Full description at Econpapers || Download paper

15
432008Precautionary Insurance Demand With State-Dependent Background Risk. (2008). Schlesinger, Harris ; Fei, Wenan . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:1:p:1-16.

Full description at Econpapers || Download paper

14
442008Risk Measurement Performance of Alternative Distribution Functions. (2008). Theodossiou, Panayiotis ; Bali, Turan G.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:2:p:411-437.

Full description at Econpapers || Download paper

14
452006Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization. (2006). Cox, Samuel H. ; Lin, Yijia ; Wang, Shaun . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:4:p:719-736.

Full description at Econpapers || Download paper

14
462007Analysis of Participating Life Insurance Contracts: A Unification Approach. (2007). Kling, Alexander ; Gatzert, Nadine . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:3:p:547-570.

Full description at Econpapers || Download paper

13
472003Ownership Structure Changes in the Insurance Industry: An Analysis of Demutualization. (2003). Viswanathan, Krupa ; Cummins, John. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:70:y:2003:i:3:p:401-437.

Full description at Econpapers || Download paper

13
482007Capital Allocation for Insurance Companies-What Good IS IT?. (2007). Gründl, Helmut ; Schmeiser, Hato ; Grundl, Helmut . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:2:p:301-317.

Full description at Econpapers || Download paper

13
492009Securitization, Insurance, and Reinsurance. (2009). Cummins, John ; Trainar, Philippe . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:463-492.

Full description at Econpapers || Download paper

13
502009Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets. (2009). Sghaier, Nadia ; JAWADI, Fredj ; Bruneau, Catherine . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:753-783.

Full description at Econpapers || Download paper

13

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12006A Two-Factor Model for Stochastic Mortality with Parameter Uncertainty: Theory and Calibration. (2006). Blake, David ; Andrew J. G. Cairns, ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:4:p:687-718.

Full description at Econpapers || Download paper

44
22009The Private Market for Long-Term Care Insurance in the United States: A Review of the Evidence. (2009). Finkelstein, Amy ; Brown, Jeffrey. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:1:p:5-29.

Full description at Econpapers || Download paper

33
32010Testing for Adverse Selection in Insurance Markets. (2010). Siegelman, Peter ; Cohen, Alma. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:1:p:39-84.

Full description at Econpapers || Download paper

33
42009The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation. (2009). Harrington, Scott E.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:4:p:785-819.

Full description at Econpapers || Download paper

24
52014Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis. (2014). Weiss, Mary ; Viswanathan, Krupa ; Cummins, John ; Chen, Hua . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:81:y:2014:i:3:p:623-652.

Full description at Econpapers || Download paper

22
62013Designing Index-Based Livestock Insurance for Managing Asset Risk in Northern Kenya. (2013). Carter, Michael ; Barrett, Christopher ; Mude, Andrew G. ; Chantarat, Sommarat . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:80:y:2013:i:1:p:205-237.

Full description at Econpapers || Download paper

21
72012Optimal Capital Allocation Principles. (2012). Vanduffel, Steven ; Valdez, Emiliano ; Dhaene, Jan ; Tsanakas, Andreas . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:79:y:2012:i:1:p:1-28.

Full description at Econpapers || Download paper

20
82004The Impact of Regret on the Demand for Insurance. (2004). Muermann, Alexander ; Braun, Michael . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:4:p:737-767.

Full description at Econpapers || Download paper

19
92009Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions. (2009). Weiss, Mary ; Cummins, John. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:493-545.

Full description at Econpapers || Download paper

18
102008Does Insurance Market Activity Promote Economic Growth? A Cross-Country Study for Industrialized and Developing Countries. (2008). Arena, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:4:p:921-946.

Full description at Econpapers || Download paper

17
112006After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures. (2006). Blake, David ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:2:p:193-229.

Full description at Econpapers || Download paper

15
122014Systemic Risk and The U.S. Insurance Sector. (2014). Weiss, Mary ; Cummins, John. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:81:y:2014:i:3:p:489-528.

Full description at Econpapers || Download paper

12
132010Come Rain or Shine: Evidence on Flood Insurance Purchases in Florida. (2010). Michel-Kerjan, Erwann ; Kousky, Carolyn. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:2:p:369-397.

Full description at Econpapers || Download paper

12
142009Modeling Mortality With Jumps: Applications to Mortality Securitization. (2009). Chen, Hua ; Cox, Samuel H.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:727-751.

Full description at Econpapers || Download paper

11
152007Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework. (2007). Goderniaux, Anne-Cecile ; Devolder, Pierre ; Denuit, Michel . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:1:p:87-113.

Full description at Econpapers || Download paper

10
162005Securitization of Mortality Risks in Life Annuities. (2005). Cox, Samuel H. ; Lin, Yijia . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:2:p:227-252.

Full description at Econpapers || Download paper

10
172011Participation in Micro Life Insurance and the Use of Other Financial Services in Ghana. (2011). Steiner, Susan ; Giesbert, Lena ; Bendig, Mirko . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:1:p:7-35.

Full description at Econpapers || Download paper

10
182009Copulas: A Personal View. (2009). Embrechts, Paul . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:639-650.

Full description at Econpapers || Download paper

10
192014Testing for Asymmetric Information Using “Unused Observables” in Insurance Markets: Evidence from the U.K. Annuity Market. (2014). Finkelstein, Amy. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:81:y:2014:i:4:p:709-734.

Full description at Econpapers || Download paper

10
202010An Optimal Product Mix for Hedging Longevity Risk in Life Insurance Companies: The Immunization Theory Approach. (2010). Tsai, Jeffrey ; Huang, H. C. ; Yang, Sharon S. ; Wang, Jennifer L.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:2:p:473-497.

Full description at Econpapers || Download paper

9
212009Optimal Reinsurance Arrangements Under Tail Risk Measures. (2009). Bernard, Carole ; Tian, Weidong . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:709-725.

Full description at Econpapers || Download paper

9
222009Nonlinear Cointegration Relationships Between Non-Life Insurance Premiums and Financial Markets. (2009). Sghaier, Nadia ; JAWADI, Fredj ; Bruneau, Catherine . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:76:y:2009:i:3:p:753-783.

Full description at Econpapers || Download paper

9
232008Flood Hazards, Insurance Rates, and Amenities: Evidence From the Coastal Housing Market. (2008). Landry, Craig ; Kruse, Jamie Brown ; Bin, Okmyung . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:1:p:63-82.

Full description at Econpapers || Download paper

9
242006Survivor Swaps. (2006). Blake, David ; Andrew J. G. Cairns, ; Dawson, Paul ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:1:p:1-17.

Full description at Econpapers || Download paper

9
252011The Value of Enterprise Risk Management. (2011). Liebenberg, Andre P. ; Hoyt, Robert E.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:4:p:795-822.

Full description at Econpapers || Download paper

9
262011Mossins Theorem Given Random Initial Wealth. (2011). Lew, Keun Ock ; Hong, Soon Koo ; MacMinn, Richard ; Brockett, Patrick . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:2:p:309-324.

Full description at Econpapers || Download paper

8
272007The Impact of Surplus Distribution on the Risk Exposure of With Profit Life Insurance Policies Including Interest Rate Guarantees. (2007). Kling, Alexander ; Jochen Ruß, ; Richter, Andreas . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:3:p:571-589.

Full description at Econpapers || Download paper

8
282003Fair Valuation of a Guaranteed Life Insurance Participating Contract Embedding a Surrender Option. (2003). Bacinello, Anna Rita . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:70:y:2003:i:3:p:461-487.

Full description at Econpapers || Download paper

8
292007The Demand for Life Insurance in OECD Countries. (2007). Nguyen, Pascal ; Moshirian, Fariborz ; Wee, Timothy. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:3:p:637-652.

Full description at Econpapers || Download paper

8
302007Risk Management, Capital Budgeting, and Capital Structure Policy for Insurers and Reinsurers. (2007). Froot, Kenneth. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:2:p:273-299.

Full description at Econpapers || Download paper

7
312005The Simple Analytics of a Pooled Annuity Fund. (2005). Valdez, Emiliano ; Piggott, John ; Detzel, Bettina. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:3:p:497-520.

Full description at Econpapers || Download paper

7
322013Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable Investment—Linked Deferred Annuities. (2013). Mitchell, Olivia ; Kartashov, Vasily ; Rogalla, Ralph ; Maurer, Raimond . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:80:y:2013:i:3:p:649-676.

Full description at Econpapers || Download paper

7
332008Portfolio Choice and Life Insurance: The CRRA Case. (2008). Huang, Huaxiong ; Milevsky, Moshe A. ; Wang, Jin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:4:p:847-872.

Full description at Econpapers || Download paper

7
342013The New Life Market. (2013). Blake, David ; Cairns, Andrew ; MacMinn, Richard ; Dowd, Kevin ; Coughlan, Guy . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:80:y:2013:i:3:p:501-558.

Full description at Econpapers || Download paper

7
352012Can the Life Insurance Market Provide Evidence for a Bequest Motive?. (2012). Michaelides, Alexander ; Inkmann, Joachim. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:79:y:2012:i:3:p:671-695.

Full description at Econpapers || Download paper

7
362011Flood Insurance Coverage in the Coastal Zone. (2011). Landry, Craig ; Jahan-Parvar, Mohammad ; JahanParvar, Mohammad R.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:2:p:361-388.

Full description at Econpapers || Download paper

7
372011The Performance of Microinsurance Programs: A Data Envelopment Analysis. (2011). Eling, Martin ; Biener, Christian. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:1:p:83-115.

Full description at Econpapers || Download paper

7
382006Longevity Bonds: Financial Engineering, Valuation, and Hedging. (2006). Blake, David ; Cairns, Andrew ; MacMinn, Richard ; Dowd, Kevin . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:4:p:647-672.

Full description at Econpapers || Download paper

7
392011A New Premium Principle for Equity‐Indexed Annuities. (2011). Lakhmiri, Joe Youssef ; Gaillardetz, Patrice . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:78:y:2011:i:1:p:245-265.

Full description at Econpapers || Download paper

7
402004Participation in the National Flood Insurance Program: An Empirical Analysis for Coastal Properties. (2004). Landry, Craig ; Kriesel, Warren. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:3:p:405-420.

Full description at Econpapers || Download paper

7
412007Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks. (2007). Patron, M. ; Li, Y. ; Kim, Y. ; Coleman, T. F.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:2:p:347-376.

Full description at Econpapers || Download paper

7
422004Production Efficiency in the Austrian Insurance Industry: A Bayesian Examination. (2004). Lewis, Danielle ; Anderson, Randy I. ; Randy I . Anderson, ; Ennsfellner, Karl C.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:71:y:2004:i:1:p:135-159.

Full description at Econpapers || Download paper

7
432013Pricing Mortality Securities With Correlated Mortality Indexes. (2013). Yu, Jifeng ; Lin, Yijia ; Liu, Sheen . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:80:y:2013:i:4:p:921-948.

Full description at Econpapers || Download paper

7
442005Insurance in a Market for Credence Goods. (2005). Wambach, Achim ; Suelzle, Kai ; Sulzle, Kai . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:72:y:2005:i:1:p:159-176.

Full description at Econpapers || Download paper

7
452010Dont They Care? Or, Are They Just Unaware? Risk Perception and the Demand for Long-Term Care Insurance. (2010). Gründl, Helmut ; Grundl, Helmut ; Zhou-Richter, Tian ; Browne, Mark J.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:77:y:2010:i:4:p:715-747.

Full description at Econpapers || Download paper

6
462008Risk Measurement Performance of Alternative Distribution Functions. (2008). Theodossiou, Panayiotis ; Bali, Turan G.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:75:y:2008:i:2:p:411-437.

Full description at Econpapers || Download paper

6
472012Pension Funds’ Asset Allocation and Participant Age: A Test of the Life-Cycle Model. (2012). Ponds, Eduard ; Bikker, Jacob ; Hollanders, David A. ; Eduard H. M. Ponds, ; Dirk W. G. A. Broeders, . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:79:y:2012:i:3:p:595-618.

Full description at Econpapers || Download paper

6
482006Multivariate Exponential Tilting and Pricing Implications for Mortality Securitization. (2006). Cox, Samuel H. ; Lin, Yijia ; Wang, Shaun . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:4:p:719-736.

Full description at Econpapers || Download paper

6
492006The Effect of the Real Option to Transfer on the Value of Guaranteed Minimum Death Benefits. (2006). Ulm, Eric R.. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:73:y:2006:i:1:p:43-69.

Full description at Econpapers || Download paper

6
502007Analysis of Participating Life Insurance Contracts: A Unification Approach. (2007). Kling, Alexander ; Gatzert, Nadine . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:74:y:2007:i:3:p:547-570.

Full description at Econpapers || Download paper

6

Citing documents used to compute impact factor 57:

YearTitle
2015Insurance and financial stability. (2015). French, Andrea ; Minot, Dean ; Vital, Mathieu . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0180.

Full description at Econpapers || Download paper

2015Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading. (2015). Ellul, Andrew ; Wang, Yihui ; Lundblad, Christian T ; Jotikasthira, Chotibhak . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10450.

Full description at Econpapers || Download paper

2015Endogenous Hidden Markov Regimes in Operational Loss Data: Application to the Recent Financial Crisis. (2015). Dionne, Georges ; Hassani, Amir Saissi . In: Cahiers de recherche. RePEc:lvl:lacicr:1516.

Full description at Econpapers || Download paper

2015Consolidation and systemic risk in the international insurance industry. (2015). Muhlnickel, Janina ; Weiß, Gregor N. F., . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:187-202.

Full description at Econpapers || Download paper

2015Systemic risk of insurers around the globe. (2015). Weiß, Gregor N. F., ; Bierth, Christopher ; Irresberger, Felix . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:55:y:2015:i:c:p:232-245.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15051.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01169516.

Full description at Econpapers || Download paper

2015Insurance activities and systemic risk. (2015). Sottocornolay, Matteo ; Berdin, Elia . In: ICIR Working Paper Series. RePEc:zbw:icirwp:1915.

Full description at Econpapers || Download paper

2015Insurance activities and systemic risk. (2015). Berdin, Elia ; Sottocornola, Matteo . In: SAFE Working Paper Series. RePEc:zbw:safewp:121.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey . In: Post-Print. RePEc:hal:journl:halshs-01169516.

Full description at Econpapers || Download paper

2015Risk Selection under Public Health Insurance with Opt-out. (2015). Panthöfer, Sebastian ; Panthofer, Sebastian . In: UC3M Working papers. Economics. RePEc:cte:werepe:we1504.

Full description at Econpapers || Download paper

2015Risk selection under public health insurance with opt-out. (2015). Panthöfer, Sebastian ; Panthfer, S. In: Health, Econometrics and Data Group (HEDG) Working Papers. RePEc:yor:hectdg:15/15.

Full description at Econpapers || Download paper

2015Risk Selection under Public Health Insurance with Opt-out. (2015). Panthöfer, Sebastian ; Panthofer, Sebastian . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113085.

Full description at Econpapers || Download paper

2015Regulations, profitability, and risk-adjusted returns of European insurers: An empirical investigation. (2015). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Liu, Liuling . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:55-77.

Full description at Econpapers || Download paper

2015Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812.

Full description at Econpapers || Download paper

2015On the exposure of insurance companies to sovereign risk: Portfolio investments and market forces. (2015). Ohls, Jana ; Dull, Robert ; Konig, Felix . In: Discussion Papers. RePEc:zbw:bubdps:342015.

Full description at Econpapers || Download paper

2015Systemic risk and insurance. (2015). DARPEIX, Pierre-Emmanuel. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01227969.

Full description at Econpapers || Download paper

2015Interval estimation for a measure of tail dependence. (2015). Liu, Aiai ; Peng, Liang ; Hou, Yanxi . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:294-305.

Full description at Econpapers || Download paper

2015Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation. (2015). Niedrig, Tobias . In: SAFE Working Paper Series. RePEc:zbw:safewp:97.

Full description at Econpapers || Download paper

2015Change Detection and the Casual Impact of the Yield Curve. (2015). Shi, Shu-Ping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: NCER Working Paper Series. RePEc:qut:auncer:2015_05.

Full description at Econpapers || Download paper

2015Racial Disparities in Life Insurance Coverage. (2015). Yelowitz, Aaron ; Harris, Timothy . In: MPRA Paper. RePEc:pra:mprapa:64005.

Full description at Econpapers || Download paper

2015Rationalizing investors’ choices. (2015). Vanduffel, Steven ; Bernard, Carole ; Chen, Jit Seng . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:59:y:2015:i:c:p:10-23.

Full description at Econpapers || Download paper

2015Stock vs. mutual insurers: Who should and who does charge more?. (2015). Braun, Alexander ; Rymaszewski, Przemysaw ; Schmeiser, Hato . In: European Journal of Operational Research. RePEc:eee:ejores:v:242:y:2015:i:3:p:875-889.

Full description at Econpapers || Download paper

2015Does one size fit all? Determinants of insurer capital structure around the globe. (2015). Wende, Sabine ; Berry-Stolzle, Thomas R ; Altuntas, Muhammed . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:251-271.

Full description at Econpapers || Download paper

2015The Determinants of Efficiency and Productivity in the Swiss Insurance Industry. (2015). Wirfs, Jan ; Biener, Christian ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:02.

Full description at Econpapers || Download paper

2015The age pattern of transitory mortality jumps and its impact on the pricing of catastrophic mortality bonds. (2015). Liu, Yanxin . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:135-150.

Full description at Econpapers || Download paper

2015Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives. (2015). Fung, Man Chung ; Sherris, Michael ; Ignatieva, Katja . In: Papers. RePEc:arx:papers:1508.00090.

Full description at Econpapers || Download paper

2015Modelling longevity bonds: Analysing the Swiss Re Kortis bond. (2015). Blake, David ; Hunt, Andrew . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:12-29.

Full description at Econpapers || Download paper

2015Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights. (2015). Zhou, Rui ; Tan, Ken Seng ; Li, Johnny Siu-Hang . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:460-472.

Full description at Econpapers || Download paper

2015A heterogeneous agent model of credit-linked index insurance and farm technology adoption. (2015). Farrin, Katie ; Miranda, Mario J. In: Journal of Development Economics. RePEc:eee:deveco:v:116:y:2015:i:c:p:199-211.

Full description at Econpapers || Download paper

2015Risk, Agricultural Production, and Weather Index Insurance in Village South Asia. (2015). Shively, Gerald ; Michler, Jeffrey ; Viens, Frederi G. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:205297.

Full description at Econpapers || Download paper

2015How to avoid unsustainable side effects of managing climate risk in drylands — The supplementary feeding controversy. (2015). Muller, Birgit ; Frank, Karin ; Linstadter, Anja ; Kreuer, David ; Schulze, Jule . In: Agricultural Systems. RePEc:eee:agisys:v:139:y:2015:i:c:p:153-165.

Full description at Econpapers || Download paper

2015Index-based Risk Financing and Development of Natural Disaster Insurance Programs in Developing Countries. (2015). Chantarat, Sommarat . In: PIER Discussion Papers. RePEc:pui:dpaper:10..

Full description at Econpapers || Download paper

2015Risk, Agricultural Production, and Weahter Index Insurance in Village South Asia. (2015). Shively, Gerald ; Michler, Jeffrey ; Viens, Frederi . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:212460.

Full description at Econpapers || Download paper

2015Optimal retirement income tontines. (2015). Milevsky, Moshe A ; Salisbury, Thomas S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:91-105.

Full description at Econpapers || Download paper

2015The optimal insurance under disappointment theories. (2015). Cheung, K C ; Chong, W F. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:77-90.

Full description at Econpapers || Download paper

2015Age-specific copula-AR-GARCH mortality models. (2015). Tsai, Cary Chi-Liang ; Lin, Tzuling ; Wang, Chou-Wen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:110-124.

Full description at Econpapers || Download paper

2015On the effectiveness of natural hedging for insurance companies and pension plans. (2015). Li, Jackie . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:286-297.

Full description at Econpapers || Download paper

2015De-risking defined benefit plans. (2015). Lin, Yijia ; Tian, Ruilin ; MacMinn, Richard D. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:52-65.

Full description at Econpapers || Download paper

2015Multi-population mortality models: A factor copula approach. (2015). Chen, Hua ; Sun, Tao ; MacMinn, Richard . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:135-146.

Full description at Econpapers || Download paper

2015La mesure du risque systémique après la crise financière. (2015). DE BANDT, OLIVIER ; Tavolaro, Santiago ; Labonne, Claire ; Heam, Jean-Cyprien . In: Revue économique. RePEc:cai:recosp:reco_663_0481.

Full description at Econpapers || Download paper

2015Central clearing and collateral demand. (2015). Vuillemey, Guillaume ; Duffie, Darrell ; Scheicher, Martin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:237-256.

Full description at Econpapers || Download paper

2015Modeling multi-country mortality dependence and its application in pricing survivor index swaps—A dynamic copula approach. (2015). Wang, Chou-Wen ; Huang, Hong-Chih ; Yang, Sharon S. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:30-39.

Full description at Econpapers || Download paper

2015Nonparametric prediction of stock returns based on yearly data: The long-term view. (2015). Sperlich, Stefan ; Nielsen, Jens Perch ; Scholz, Michael . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:143-155.

Full description at Econpapers || Download paper

2015Comment on Liquidity in Retirement Savings Systems: An International Comparison. (2015). McFadden, Daniel . In: NBER Chapters. RePEc:nbr:nberch:13634.

Full description at Econpapers || Download paper

2015Households Saving and Debt in Italy. (2015). Padula, Mario ; Marino, Immacolata ; Jappelli, Tullio. In: CSEF Working Papers. RePEc:sef:csefwp:395.

Full description at Econpapers || Download paper

2015Pension expectations and reality. What do Italian workers know about their future public pension benefits?. (2015). Mazzaferro, Carlo ; baldini, massimo ; Onofri, P.. In: Working Papers. RePEc:bol:bodewp:wp1007.

Full description at Econpapers || Download paper

2015Expected retirement age and pension benefits in Austria: evidence from survey data. (2015). Weber, Andrea ; Segalla, Esther ; Knell, Markus. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2015:i:3:b:3.

Full description at Econpapers || Download paper

2015Assessing the solvency of insurance portfolios via a continuous-time cohort model. (2015). Regis, Luca ; Jevti, Petar . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:61:y:2015:i:c:p:36-47.

Full description at Econpapers || Download paper

2015The determinants of private flood mitigation measures in Germany — Evidence from a nationwide survey. (2015). Osberghaus, Daniel. In: Ecological Economics. RePEc:eee:ecolec:v:110:y:2015:i:c:p:36-50.

Full description at Econpapers || Download paper

2015Statistical Emulators for Pricing and Hedging Longevity Risk Products. (2015). Risk, James ; Ludkovski, Michael . In: Papers. RePEc:arx:papers:1508.00310.

Full description at Econpapers || Download paper

2015A new defined benefit pension risk measurement methodology. (2015). Ai, Jing ; Jacobson, Allen F ; Brockett, Patrick L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:40-51.

Full description at Econpapers || Download paper

2015Longevity assets and pre-retirement consumption/portfolio decisions. (2015). Menoncin, Francesco ; Regis, Luca . In: Working Papers. RePEc:ial:wpaper:2/2015.

Full description at Econpapers || Download paper

2015Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection. (2015). Mitchell, Olivia ; Rogalla, Ralph ; Maurer, Raimond ; HORNEFF, VANYA . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:63:y:2015:i:c:p:91-107.

Full description at Econpapers || Download paper

2015Valuing variable annuities with guaranteed minimum lifetime withdrawal benefits. (2015). Mitchell, Olivia ; Steinorth, Petra . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:246-258.

Full description at Econpapers || Download paper

2015Jump diffusion transition intensities in life insurance and disability annuity. (2015). Jang, Jiwook ; Mohd, Siti Norafidah . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:64:y:2015:i:c:p:440-451.

Full description at Econpapers || Download paper

2015Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry. (2015). Milidonis, Andreas ; ben Ammar, Semir ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:16.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Demand and Selection Effects in Supplemental Health Insurance in Germany. (2015). Schiller, Joerg ; Lange, Renate ; Steinorth, Petra . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp757.

Full description at Econpapers || Download paper

2015Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights. (2015). Zhou, Rui ; Tan, Ken Seng ; Li, Johnny Siu-Hang . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:460-472.

Full description at Econpapers || Download paper

2015Surge in Single Premium Payments Secured Stable Revenues for Private Insurance Business in 2014. (2015). Url, Thomas . In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2015:i:9:p:695-705.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document
2014Fraudulent Claims and Nitpicky Insurers. (2014). Picard, Pierre ; Bourgeon, Jean-Marc. In: American Economic Review. RePEc:aea:aecrev:v:104:y:2014:i:9:p:2900-2917.

Full description at Econpapers || Download paper

2014Interconnected risk contributions: an heavy-tail approach to analyse US financial sectors. (2014). Bernardi, Mauro ; Petrella, L.. In: Papers. RePEc:arx:papers:1401.6408.

Full description at Econpapers || Download paper

2014Reserve-Dependent Surrender. (2014). Juhl, Jeppe ; Steffensen, Mogens ; Kamille Sofie T{aa}gholt Gad, . In: Papers. RePEc:arx:papers:1412.1991.

Full description at Econpapers || Download paper

2014How to Measure Interconnectedness between Banks, Insurers and Financial Conglomerates?. (2014). Hauton, G. ; J.-C. Heam, . In: Débats économiques et financiers. RePEc:bfr:decfin:15.

Full description at Econpapers || Download paper

2014How insurers differ from banks: a primer on systemic regulation. (2014). Thimann, Christian. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61218.

Full description at Econpapers || Download paper

2014How Insurers Differ from Banks: A Primer on Systemic Regulation. (2014). Thimann, Christian. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01074933.

Full description at Econpapers || Download paper

2014Risk preference heterogeneity and multiple demand for insurance. (2014). Thomas, Ranjeeta ; Li Donni, Paolo. In: Working Papers. RePEc:imp:wpaper:18674.

Full description at Econpapers || Download paper

2014How do unisex rating regulations affect gender differences in insurance premiums?. (2014). Spindler, Martin ; Aseervatham, Vijay ; Lex, Christoph . In: MEA discussion paper series. RePEc:mea:meawpa:201416.

Full description at Econpapers || Download paper

2014Conditional graphical models for systemic risk measurement. (2014). Giudici, Paolo ; Cerchiello, Paola. In: DEM Working Papers Series. RePEc:pav:demwpp:087.

Full description at Econpapers || Download paper

2014Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:21.

Full description at Econpapers || Download paper

2014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

Full description at Econpapers || Download paper

Recent citations received in 2013
YearCiting document
2013Wind Insurance and Mitigation in the Coastal Zone. (2013). Petrolia, Daniel ; Landry, Craig ; Coble, Keith ; Hwang, Joonghyun . In: Working Papers. RePEc:ags:misswp:160462.

Full description at Econpapers || Download paper

2013Optimal Annuitization with Stochastic Mortality Probabilities: Working Paper 2013-05. (2013). Reichling, Felix ; Smetters, Kent . In: Working Papers. RePEc:cbo:wpaper:44374.

Full description at Econpapers || Download paper

Recent citations received in 2012
YearCiting document
2012Optimal retirement consumption with a stochastic force of mortality. (2012). Huang, Huaxiong ; Salisbury, Thomas S. ; Milevsky, Moshe A.. In: Papers. RePEc:arx:papers:1205.2295.

Full description at Econpapers || Download paper

2012New results on optimal prevention of risk averse agents. (2012). Menegatti, Mario. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00158.

Full description at Econpapers || Download paper

2012Optimal retirement consumption with a stochastic force of mortality. (2012). Huang, Huaxiong ; Salisbury, Thomas S. ; Milevsky, Moshe A.. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:2:p:282-291.

Full description at Econpapers || Download paper

2012Quantifying Managerial Ability: A New Measure and Validity Tests. (2012). Lev, Baruch ; McVay, Sarah ; Demerjian, Peter . In: Management Science. RePEc:inm:ormnsc:v:58:y:2012:i:7:p:1229-1248.

Full description at Econpapers || Download paper

2012Estimating Second Order Probability Beliefs from Subjective Survival Data. (2012). Willis, Robert ; Hudomiet, Peter. In: NBER Working Papers. RePEc:nbr:nberwo:18258.

Full description at Econpapers || Download paper

2012The risk-shifting behavior of insurers under different guarantee schemes. (2012). Dong, Ming ; Grundl, Helmut ; Schlutter, Sebastian . In: ICIR Working Paper Series. RePEc:zbw:icirwp:1212.

Full description at Econpapers || Download paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team