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Reinsurance and the Liability Insurance Crisis

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Author Info
Berger, Lawrence A
Cummins, J David
Tennyson, Sharon
Abstract

Insurance-industry accounts of the liability insurance crisis of the mid-1980s often cite disruption of supply in reinsurance markets as an important contributing factor. Economic theories of the crisis have not explored this explanation for the severity of the crisis. This article investigates the extent to which events in reinsurance markets affected liability insurance market outcomes. It documents significant shocks to reinsurance supply in the early 1980s and finds evidence of subsequent disruptions to the price and availability of reinsurance. Regression analysis of liability insurance profitability over the time period supports the hypothesis that problems in reinsurance markets played an important role in the crisis. Copyright 1992 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Journal of Risk and Uncertainty.

Volume (Year): 5 (1992)
Issue (Month): 3 (July)
Pages: 253-72
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Handle: RePEc:kap:jrisku:v:5:y:1992:i:3:p:253-72

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Web page: http://www.springerlink.com/link.asp?id=100299

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  1. J. David Cummins & Scott E. Harrington & Robert Klein, 1995. "nsolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance," Center for Financial Institutions Working Papers 95-06, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  2. J. David Cummins & Christopher M. Lewis, 2002. "Catastrophic Events, Parameter Uncertainty and the Breakdown of Implicit Long-term Contracting in the Insurance Market: The Case of Terrorism Insurance," Center for Financial Institutions Working Papers 02-40, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  3. Martin Boyer & Karine Gobert, 2009. "Professional Liability Insurance Contracts: Claims Made Versus Occurrence Policies," Cahiers de recherche 09-03, Departement d'Economique de la Faculte d'administration à l'Universite de Sherbrooke. [Downloadable!]
  4. J. David Cummins, 2006. "Should the government provide insurance for catastrophes?," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 337-380. [Downloadable!]
  5. J. David Cummins & Hèlyette Geman, 1993. "An Asian Option to the Valuation of Insurance Futures Contracts," Center for Financial Institutions Working Papers 94-03, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  6. J. Cummins & Neil Doherty, 2002. "Capitalization of the Property-Liability Insurance Industry: Overview," Journal of Financial Services Research, Springer, vol. 21(1), pages 5-14, February. [Downloadable!] (restricted)
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