Browse Research

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2012

The Impact of Scale, Complexity, and Service Quality on the Administrative Costs of Pension Funds: A Cross-Country Comparison

2012

Are Underwriting Cycles Real and Forecastable?

2012

Precise large deviations of aggregate claims in a size-dependent renewal risk model

2012

Industry loss warranties: contract features, pricing, and central demand factors

2012

A Comparative Assessment of Basel II/III and Solvency II

2012

The Value of Contingent Commissions in the Property-Casualty Insurance Industry: Evidence From Stock Market Returns

2012

Information Embedded in Directors and Officers Insurance Purchases

2012

Foreign Ownership and Non-Life Insurer Efficiency in the Japanese Marketplace

2012

Pricing insurance contracts under Cumulative Prospect Theory

2012

A note on weighted premium calculation principles

2012

Multivariate Analysis of Premium Dynamics in P&L Insurance

2012

New evidence for underwriting cycles in US property-liability insurance

2012

Dupes or Incompetents? An Examination of Management's Impact on Firm Distress

2012

Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model

2012

Dividends and reinsurance under a penalty for ruin

2012

Optimal investment and consumption when regime transitions cause price shocks

2012

Risky asset allocation and consumption rule in the presence of background risk and insurance markets

2012

Do Publicly Traded Property-Casualty Insurers Cater to the Stock Market?

2012

Directors, Directors and Officers Insurance, and Corporate Governance

2012

Optimal Capital Structure for a Property-Liability Insurer

2012

Insurance pricing with complete information, state-dependent utility, and production costs

2012

Arbitrage in skew Brownian motion models

2012

Fuzzy risk adjusted performance measures: Application to hedge funds

2012

Moments and semi-moments for fuzzy portfolio selection

2012

The risk of model misspecification and its impact on solvency measurement in the insurance sector