Journal of Risk and Insurance

Công bố khoa học tiêu biểu

* Dữ liệu chỉ mang tính chất tham khảo

Sắp xếp:  
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
On Optimal Property Insurance Policies
Journal of Risk and Insurance - Tập 45 Số 1 - Trang 95 - 1978
Zvi Adar, Seev Neumann
Insurance Demand without the Expected-Utility Paradigm
Journal of Risk and Insurance - Tập 64 Số 1 - Trang 19 - 1997
Harris Schlesinger
Optimal Deductible and Consumption Theory
Journal of Risk and Insurance - Tập 44 Số 4 - Trang 669 - 1977
Denis Moffet
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
Derivatives Clearing, Default Risk, and Insurance
Journal of Risk and Insurance - Tập 80 Số 2 - Trang 373-400 - 2013
Richard A. Jones, Christophe Hurlin
AbstractUsing daily data on margins and variation margins for all clearing members of the Chicago Mercantile Exchange, we analyze the clearing house exposure to the risk of default by clearing members. We find that the major source of default risk for a clearing member is proprietary trading rather than trading by customers. Additionally, we show...... hiện toàn bộ
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
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
Tổng số: 13   
  • 1
  • 2