Journal of Risk and Insurance

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On Optimal Property Insurance Policies
Journal of Risk and Insurance - Tập 45 Số 1 - Trang 95 - 1978
Zvi Adar, Seev Neumann
Predictability of Individual Health Care Expenditures
Journal of Risk and Insurance - Tập 59 Số 3 - Trang 443 - 1992
René C.J.A. van Vliet
Optimal Capital Allocation Principles
Journal of Risk and Insurance - Tập 79 Số 1 - Trang 1-28 - 2012
Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez, Steven Vanduffel
AbstractThis article develops a unifying framework for allocating the aggregate capital of a financial firm to its business units. The approach relies on an optimization argument, requiring that the weighted sum of measures for the deviations of the business unit's losses from their respective allocated capitals be minimized. The approach is fair...... hiện toàn bộ
Capital Allocation for Insurance Companies
Journal of Risk and Insurance - Tập 68 Số 4 - Trang 545 - 2001
Stewart C. Myers, James A. Read
The Valuation Implications of Enterprise Risk Management Maturity
Journal of Risk and Insurance - Tập 82 Số 3 - Trang 625-657 - 2015
Mark Farrell, Ronan Gallagher
AbstractEnterprise Risk Management (ERM) is the discipline by which enterprises monitor, analyze, and control risks from across the enterprise, with the goal of identifying underlying correlations and thus optimizing the risk‐taking behavior in a portfolio context. This study analyzes the valuation implications of ERM Maturity. We use data f...... hiện toàn bộ
The Value of Investing in Enterprise Risk Management
Journal of Risk and Insurance - Tập 82 Số 2 - Trang 289-316 - 2015
Martin F. Grace, J. Tyler Leverty, Richard D. Phillips, Prakash Shimpi
ABSTRACTPrior studies show that enterprise risk management improves firm performance. This article investigates which aspects of enterprise risk management add value. We find that the use of economic capital models and dedicated risk managers improve operating performance. Requiring the dedicated risk manager report to the...... hiện toàn bộ
The Value of Enterprise Risk Management
Journal of Risk and Insurance - Tập 78 Số 4 - Trang 795-822 - 2011
Robert Hoyt, Andre P. Liebenberg
AbstractEnterprise risk management (ERM) has been the topic of increased media attention in recent years. The objective of this study is to measure the extent to which specific firms have implemented ERM programs and, then, to assess the value implications of these programs. We focus our attention in this study on U.S. insurers in order to contro...... hiện toàn bộ
The Characteristics of Firms That Hire Chief Risk Officers
Journal of Risk and Insurance - Tập 78 Số 1 - Trang 185-211 - 2011
Donald P. Pagach, Richard S. Warr
Managerial Indemnification and Liability Insurance: The Effect on Shareholder Wealth
Journal of Risk and Insurance - Tập 54 Số 4 - Trang 721 - 1987
Sanjai Bhagat, James A. Brickley, Jeffrey L. Coles
FRAMING AND CLAIMING: HOW INFORMATION‐FRAMING AFFECTS EXPECTED SOCIAL SECURITY CLAIMING BEHAVIOR
Journal of Risk and Insurance - Tập 83 Số 1 - Trang 139-162 - 2016
Jeffrey R. Brown, Arie Kapteyn, Olivia S. Mitchell
AbstractThis article provides evidence that Social Security benefit claiming decisions are strongly affected by framing and are thus inconsistent with expected utility theory. Using a randomized experiment that controls for both observable and unobservable differences across individuals, we find that the use of a “breakeven analysis” encourag...... hiện toàn bộ
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