| 1. | Actuarially Consistent Valuation in an Integrated Market |
| Author: Alexander Murmann, Document Posted: 5.1.03, Size: 213 kb |
| 2. | Allocation of Capital in the Insurance Industry |
| Author: J. David CUMMINS, Document Posted: 8.11.02, Size: 102 kb |
| 3. | Alternative Risk Financing in the Capital Markets |
| Author: Alex Cowley, Document Posted: 8.19.04, Size: 239 kb |
| 4. | Analysis of Multi-National Underwriting Cycles in Property-Liability Insurance |
| Author: Chao-Chun Leng, Ursina B. Meier, Document Posted: 10.30.02, Size: 148 kb |
| 5. | An Empirical Analysis of the Economic Impact of Federal Terrorism Reinsurance |
| Author: Jeffrey R. Brown, J. David Cummins, Christopher M. Lewis, and Ran Wei, Document Posted: 2.5.04, Size: 523 kb |
| 6. | An Equilibrium Analysis of the Insurance Market with Vertical Differentiation |
| Author: Mahito Okura, Document Posted: 4.2.03, Size: 116 kb |
| 7. | An Exploration Into Competition and Efficiency in the Dutch Life Insurance Industry |
| Author: J.A. Bikker and M. van Leuvensteijn, Document Posted: 5.28.06, Size: 613 kb |
| 8. | Are There Comovements in the Default Risk of Reinsurance Companies? |
| Author: Oliver Burkart, Document Posted: 6.2.06, Size: 799 kb |
| 9. | ARIA Alternative Risk Finance Session Captive Insurance Update |
| Author: Koritzinsky, Arthur G. , Document Posted: 8.19.04, Size: 355 kb |
| 10. | As the Dependence Structure Is Fixed, Do More Risky Assets Lead to More Risky Portfolios? |
| Author: Luisa Tibiletti, Document Posted: 10.30.02, Size: 256 kb |
| 11. | Auditing policies and information systems in a principal-agent model |
| Author: Marie-Cécile Fagart, Bernard Sinclair-Desgagné, Document Posted: 10.30.02, Size: 283 kb |
| 12. | Banks’ Capital, Securitization and Credit Risk: An Empirical Evidence for Canada |
| Author: Georges Dionne and Tarek M. Harchaoui, Document Posted: 12.25.02, Size: 123 kb |
| 13. | Bargaining and the Penalty for Conversion - The European Group of Risk and Insurance Economists |
| Author: John M. Marshall, Document Posted: 10.30.02, Size: 233 kb |
| 14. | Beneficial Risk-sharing without Assignment of Loss Probabilities |
| Author: Göran Skogh and Hong Wu, Document Posted: 9.3.03, Size: 328 kb |
| 15. | Capital structure and the cost of equity capital in the property-liability insurance industry |
| Author: J. David Cummins and Joan Lamm-Tennant , Document Posted: 2.5.04, Size: 1.3 mb |
| 16. | Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-Term Contracting in the Insurance Market: The Case of Terrorism Insurance |
| Author: J. David Cummins and Christopher M. Lewis, Document Posted: 12.5.02, Size: 298 kb |
| 17. | Comparative Mixed Risk Aversion: Definition and Application to Self-Protection and Willingness to Pay |
| Author: Kais Dachraoui, Georges Dionne, Louis Eeckhoudt, and Philippe Godfroid, Document Posted: 5.7.03, Size: 179 kb |
| 18. | Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry |
| Author: J. David Cummins and Hongmin Zi, Document Posted: 2.5.04, Size: 248 kb |
| 19. | Competition in the General Insurance Industry |
| Author: Gulumser Murata, Roger S. Tonkinb and D. Johannes Jüttnerc, Document Posted: 12.25.02, Size: 97 kb |
| 20. | Consolidation and Efficiency in the Major European Insurance Markets |
| Author: Paul J. M. Klumpes, Document Posted: 5.26.06, Size: 527 kb |
| 21. | Consolidation and Value Creation in the Insurance Industry: The Role of Governance† † |
| Author: Narjess Boubakri, Georges Dionne, and Thouraya Triki , Document Posted: 6.14.06, Size: 327 kb |
| 22. | Consolidation in the European Insurance Industry: Do Mergers and Acquisitions Create Value for Shareholders? |
| Author: J. David Cummins and Mary A. Weiss, Document Posted: 2.5.04, Size: 390 kb |
| 23. | Coping with Catastrophic Risk: The Role of (Non)-Participating Contracts |
| Author: Olivier Mahul, Document Posted: 10.30.02, Size: 95 kb |
| 24. | Coping with Credit Risk |
| Author: Henri Loubergé, Harris Schlesinger, Document Posted: 10.30.02, Size: 421 kb |
| 25. | Costly risk verification without commitment in competitive insurance markets |
| Author: Pierre Picard, Document Posted: 10.9.03, Size: 278 kb |
| 26. | “Crises” in Medical Malpractice Insurance: Evidence of Excessive Price-Cutting in the Preceding Soft Market |
| Author: Scott E. Harrington, Patricia M. Danzon and Andrew J. Epstein, Document Posted: 5.26.06, Size: 434 kb |
| 27. | Cross-Border M&As in the Financial Sector: Is Banking Different From Insurance? |
| Author: Dario Focarelli and Alberto Franco Pozzolo, Document Posted: 5.26.06, Size: 142 kb |
| 28. | Damages after Deregulation - Dynamic Effects in the German Motor Vehicle Insurance Industry |
| Author: Thomas Wein, Document Posted: 10.30.02, Size: 105 kb |
| 29. | Economic and Financial Perspectives on the Demand for Reinsurance |
| Author: James R. Garven and Joan Lamm Tennant, Document Posted: 12.13.02, Size: 70 kb |
| 30. | Economies of Scope in Financial Services |
| Author: J. David Cummins, Mary A. Weiss, and Hongmin Zi, Document Posted: 9.24.03, Size: 445 kb |
| 31. | Efficiency of Insurance Firms with Endogenous Risk Management and Financial Intermediation Activities |
| Author: J. David Cummins, Georges Dionne, Robert Gagné, Abdelhakim Nouira, Document Posted: 5.26.06, Size: 485 kb |
| 32. | Endogenous versus Exogenous Crashes in Financial Markets |
| Author: Anders Johansen and Didier Sornette, Document Posted: 12.13.02, Size: 1.3 mb |
| 33. | Estimating Price Elasticities of Financial Services: The Case of UK Personal Pensions |
| Author: Oliver Burkart, Document Posted: 10.30.02, Size: 497 kb |
| 34. | Estimating the Cost of Equity Capital for Property-Liability Insurers |
| Author: J. David Cummins and Richard D. Phillips, Document Posted: 9.3.03, Size: 164 kb |
| 35. | Experience Rating as a Mechanism Against Insurance Fraud |
| Author: Ignacio Moreno, Francisco J. Vázquez and Richard Watt, Document Posted: 10.30.02, Size: 298 kb |
| 36. | Financial Risk Management: The Big and the Small |
| Author: Peter R. Crabb, Document Posted: 10.29.03, Size: 144 kb |
| 37. | Foreign Exchange Exposure: Evidence From The United States Insurance Industry |
| Author: Donghui Li, Fariborz Moshirian, Timothy Wee, and Eliza Wu, Document Posted: 5.28.06, Size: 339 kb |
| 38. | Genetic Testing and Adverse Selection |
| Author: Richard D. MacMinn, Patrick L. Brockett, Document Posted: 9.3.03, Size: 254 kb |
| 39. | Health Economics |
| Author: Alfred Radner, Document Posted: 9.3.03, Size: 454 kb |
| 40. | Health insurance when loss severities differ |
| Author: Franck Bien, Document Posted: 10.30.02, Size: 282 kb |
| 41. | How Much is a QALY Worth? Admissible Utility Functions for Health and Wealth |
| Author: James K. Hammitt, Document Posted: 9.3.03, Size: 231 kb |
| 42. | Impact of Uncertainty in Catastrophe Losses on Insurance Derivatives |
| Author: Carol El-Hayek and Roger Ghanem, Document Posted: 11.13.02, Size: - |
| 43. | Insurance 230/825, Insurance Management and Markets |
| Author: David Cummins, Document Posted: 12.6.02, Size: - |
| 44. | Insurance and Financial Hedging of Oil Pollution Risks |
| Author: André SCHMITT and Sandrine SPAETER, Document Posted: 9.3.03, Size: 257 kb |
| 45. | Insuring September 11th - Market Recovery and Transparency |
| Author: Neil Doherty, Joan Lamm Tennant and Laura Starks, Document Posted: 4.4.03, Size: 342 kb |
| 46. | Internal versus External Capital Markets in the Insurance Industry: The Role of Reinsurance |
| Author: Lawrence S. Powell and David W. Sommer, Document Posted: 1.13.03, Size: 496 kb |
| 47. | Long-Term Care Insurance and Basic Risk |
| Author: Christophe Courbage, Document Posted: 9.3.03, Size: 43 kb |
| 48. | Market Structure and the Efficiency of European Insurance Companies: a Stochastic Frontier Analysis |
| Author: Paul Fenn, Dev Vencappa, Stephen Diacon, Paul Klumpes and Chris O’Brien, Document Posted: 5.26.06, Size: 751 kb |
| 49. | Measuring the Productivity of the Insurance Business at the Firm Level |
| Author: Harchaoui, Tarek M. , Document Posted: 8.2.06, Size: 192 kb |
| 50. | Mergers & Acquisitions in the U.S. Property-Liability Insurance Industry: Productivity and Efficiency Effects |
| Author: J. David Cummins and Xiaoying Xie, Document Posted: 6.2.06, Size: 740 kb |
| 51. | Multiple Losses, Ex-Ante Moral Hazard, and the Non-Optimality of the Standard Insurance Contract |
| Author: Michael Breuer, Document Posted: 9.3.03, Size: 250 kb |
| 52. | Multiplicative Background Risk |
| Author: Günter Franke, Harris Schlesinger and Richard C. Stapleton, Document Posted: 10.30.02, Size: 438 kb |
| 53. | On the Consequences of Behavioral Adaptations in the Cost-Benefit Analysis of Road Safety Measures |
| Author: Olivier Gossner, Pierre Picard, Document Posted: 10.9.03, Size: 201 kb |
| 54. | On the Efficiency Gains from Financial Conglomeration |
| Author: Ville Mälkönen, Document Posted: 5.26.06, Size: 311 kb |
| 55. | On the Role of Good Faith in Insurance Contracting |
| Author: Avinash Dixit, Pierre Picard, Document Posted: 10.9.03, Size: 286 kb |
| 56. | Optimal Auditing for Insurance Fraud |
| Author: Georges Dionne, Florence Giuliano, and Pierre Picard, Document Posted: 10.9.03, Size: 308 kb |
| 57. | OPTIMAL CAPITAL UTILIZATION BY FINANCIAL FIRMS:
EVIDENCE FROM THE PROPERTY-LIABILITY INSURANCE INDUSTRY |
| Author: J. David Cummins,
Gregory P. Nini, Document Posted: 8.11.02, Size: 175 kb |
| 58. | Optimal Insurance with Divergent beliefs about Insurer Total Default Risk |
| Author: J. David Cummins and Olivier Mahul, Document Posted: 1.2.03, Size: 256 kb |
| 59. | Optimal prevention of unknown risks: A dynamic approach with learning |
| Author: Christian Gollier, Document Posted: 10.30.02, Size: 1.3 mb |
| 60. | Organizational Form and Efficiency: An Analysis of Stock and Mutual Property-Liability Insurers |
| Author: J. David Cummins, Mary A. Weiss, and Hongmin Zi, Document Posted: 2.5.04, Size: 185 kb |
| 61. | Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior |
| Author: Georges Dionne, HEC Montréal, CIRPÉE and CRT; Claude Fluet, UQAM, CIRPÉE and CRT Denise; Desjardins, CRT (Université de Montréal), Document Posted: 3.21.06, Size: 431 kb |
| 62. | Pricing Catastrophe Insurance Derivative |
| Author: Alexander Murmann, Document Posted: 5.1.03, Size: 312 kb |
| 63. | Providers Affiliation, Insurance and Collusion |
| Author: Jean-Marc Bourgeon, Pierre Picard, Jerome Pouyet, Document Posted: 6.2.06, Size: 257 kb |
| 64. | Regulating An Agent with Different Beliefs |
| Author: Francois Salanie and Nicolas Treich, Document Posted: 10.30.02, Size: 371 kb |
| 65. | Regulator Performance, Regulatory Environment and Outcomes: An Examination of Insurance Regulator Career Incentives on State Insurance Markets |
| Author: Martin F. Grace and Richard D. Phillips, Document Posted: 5.26.06, Size: 188 kb |
| 66. | Reservation prices, Risk aversion and Inventories: the linear case. |
| Author: Patrick Roger, Laurent Flochel and C. At, Document Posted: 10.30.02, Size: 303 kb |
| 67. | Risk-Adjusted Performance Measurement and Capital Allocation in Insurance Firms |
| Author: Helmut Gründl and Hato Schmeiser , Document Posted: 10.30.02, Size: 228 kb |
| 68. | Risk Aversion in Cumulative Prospect Theory |
| Author: Ulrich Schmidt and Horst Zankb, Document Posted: 10.30.02, Size: 222 kb |
| 69. | Risk Management and Corporate Governance |
| Author: Danielle Blanchard and George Dionne, Document Posted: 9.24.03, Size: 151 kb |
| 70. | Risky Loss Distributions and Modeling the Loss Reserve Pay-out Tail |
| Author: J. David Cummins, James McDonald, Craig Merrill, Document Posted: 11.2.04, Size: 312 kb |
| 71. | Screening in Insurance markets with Adverse Selection and Background Risk |
| Author: Keith J. Crocker, Document Posted: 10.30.02, Size: 72 kb |
| 72. | Securitization of Life Insurance Assets and Liabilities |
| Author: J. David Cummins , Document Posted: 2.5.04, Size: 565 kb |
| 73. | Separating Moral Hazard from Adverse Selection in Automobile Insurance |
| Author: Georges Dionne, Pierre-Carl Michaud, and Maki Dahchour, Document Posted: 8.26.04, Size: 340 kb |
| 74. | Shot noise process and pricing of extreme insurance claims in an economic environment |
| Author: Jiwook Jang and Yuriy Krvavych, Document Posted: 2.5.04, Size: 206 kb |
| 75. | The (1992) Bonus-Malus System in Tunisia: an Empirical Evaluation |
| Author: Georges Dionne and Olfa Ghali, Document Posted: 10.23.03, Size: 162 kb |
| 76. | The Dynamics of Market Insurance, Insurable Assetand Wealth Accumulations, |
| Author: Winfried Koeniger, Document Posted: 10.30.02, Size: 553 kb |
| 77. | The Economics of Insurance Intermediaries |
| Author: J. David Cummins, Neil A. Doherty, Document Posted: 8.15.05, Size: 402 kb |
| 78. | The Effect of Bad Faith Laws on First-Party Insurance Claims Decisions |
| Author: Mark J. Browne, Ellen S. Pryor and Robert Puelz, Document Posted: 10.30.02, Size: 282 kb |
| 79. | The Effect of Organizational Structure on Efficiency: Evidence From the Spanish Insurance Industry |
| Author: J. David Cummins, Maria Rubio-Misas, and Hongmin Zi, Document Posted: 12.5.02, Size: 399 kb |
| 80. | The Historical Relation between Banking, Insurance, and Economic Growth in Sweden: 1830 to 1998 |
| Author: Mike Adams, Jonas Andersson, Lars-Fredrik Andersson, and Magnus Lindmark,, Document Posted: 5.26.06, Size: 451 kb |
| 81. | The Impact of Deregulation on the German and UK Life Insurance Markets: An Analysis of Efficiency and Productivity Between 1991 - 2002 |
| Author: Stephanie Hussels and Dr Damian R. Ward, Document Posted: 5.26.06, Size: 530 kb |
| 82. | The Impact of Regret on the Demand for Insurance |
| Author: Michael Braun and Alexander Muermann, Document Posted: 7.31.03, Size: 380 kb |
| 83. | The Near-Miss Management of Operational Risk |
| Author: Alexander Murmann and Ulku Oktem, Document Posted: 5.1.03, Size: 388 kb |
| 84. | The Reinsurance Price and the Insurance Cycle |
| Author: Ursina B. Meier, J. François Outreville, Document Posted: 9.3.03, Size: 298 kb |
| 85. | Time Diversification, Demographic Structure and Asset Returns |
| Author: Patrick Roger, Document Posted: 9.3.03, Size: 179 kb |
| 86. | Trading with the Unborn: A New Perspective on Capital Income Taxation |
| Author: Kent A. Smetters, Document Posted: 12.5.02, Size: 1.4 mb |
| 87. | Unemployment Insurance Management: A Real Option Approach |
| Author: Sophie Pardo, Document Posted: 10.30.02, Size: 224 kb |
| 88. | Weber's Law and the Biological Evolution of Risk Preferences |
| Author: Hans-Werner Sinn, Document Posted: 10.30.02, Size: 165 kb |
| 89. | Who Should We Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs |
| Author: Christian Gollier, Document Posted: 9.3.03, Size: 451 kb |