Information about:
Richard D. Phillips

Other registered authors

Email:
Homepage: http://www.rmi.gsu.edu/Faculty/pages/phillips.htm
Postal Address:
Phone:

Affiliation

• Center for Risk Management and Insurance Research
  J. Mack Robinson College of Business
  Georgia State University

  Location: Atlanta, Georgia (United States)
  Homepage: http://rmictr.gsu.edu/
  Email:
  Phone: 404-651-4031
  Fax: 404-651-189
  Postal: PO Box 4036, Atlanta, Georgia 30302-4036
  Handle: RePEc:edi:crgsuus (registered authors at this institution)

Working papers

1. J. David Cummins & David Lalonde & Richard D. Phillips, 2000. "The Basis Risk of Catastrophic-Loss Index Securities," Center for Financial Institutions Working Papers 00-22, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
   Published as:
   • Cummins, J. David & Lalonde, David & Phillips, Richard D., 2004. "The basis risk of catastrophic-loss index securities," Journal of Financial Economics, Elsevier, vol. 71(1), pages 77-111, January. [Downloadable!] (restricted)

2. J. David Cummins & Mary A. Weiss & Richard D. Phillips, 1999. "The Incentive Effects of No Fault Automobile Insurance," Center for Financial Institutions Working Papers 99-38, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
   Published as:
   • Cummins, J David & Phillips, Richard D & Weiss, Mary A, 2001. "The Incentive Effects of No-Fault Automobile Insurance," Journal of Law & Economics, University of Chicago Press, vol. 44(2), pages 427-64, October.

3. J. David Cummins & Martin F. Grace & Richard D. Phillips, 1998. "Regulatory solvency prediction in property-liability insurance: risk-based capital, audit ratios, and cash flow simulation," Working Papers 98-20, Federal Reserve Bank of Philadelphia. [Downloadable!]

4. J. David Cummins & Christopher M. Lewis & Richard D. Phillips, 1998. "Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss," Center for Financial Institutions Working Papers 98-09, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
   Published as:
   • David Cummins & Christopher Lewis & Richard Phillips, 1999. "Pricing Excess-of-Loss Reinsurance Contracts against Cat as trophic Loss," NBER Chapters, in: The Financing of Catastrophe Risk, pages 93-148 National Bureau of Economic Research, Inc. [Downloadable!]

5. J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1997. "Derivatives and corporate risk management: participation and volume decisions in the insurance industry," Working Paper 97-12, Federal Reserve Bank of Atlanta. [Downloadable!]
   Other versions:
   • J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1998. "Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry," Center for Financial Institutions Working Papers 98-19, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

6. Richard D. Phillips & J. David Cummins & Franklin Allen, 1996. "Financial Pricing of Insurance in the Multiple Line Insurance Company," Center for Financial Institutions Working Papers 96-09, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

7. J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1996. "Corporate hedging in the insurance industry: the use of financial derivatives by U.S. insurers," Working Paper 96-19, Federal Reserve Bank of Atlanta. [Downloadable!]
   Other versions:
   • J. David Cummins & Richard Phillips & Stephen D. Smith, 1996. "Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by U.S. Insurers," Center for Financial Institutions Working Papers 96-26, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

1. Cummins, J. David & Lalonde, David & Phillips, Richard D., 2004. "The basis risk of catastrophic-loss index securities," Journal of Financial Economics, Elsevier, vol. 71(1), pages 77-111, January. [Downloadable!] (restricted)
   Other versions:
   • J. David Cummins & David Lalonde & Richard D. Phillips, 2000. "The Basis Risk of Catastrophic-Loss Index Securities," Center for Financial Institutions Working Papers 00-22, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

2. Cummins, J David & Phillips, Richard D & Weiss, Mary A, 2001. "The Incentive Effects of No-Fault Automobile Insurance," Journal of Law & Economics, University of Chicago Press, vol. 44(2), pages 427-64, October.
   Other versions:
   • J. David Cummins & Mary A. Weiss & Richard D. Phillips, 1999. "The Incentive Effects of No Fault Automobile Insurance," Center for Financial Institutions Working Papers 99-38, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

3. J. David Cummins & Richard D. Phillips & Stephen D. Smith, 1998. "The rise of risk management," Economic Review, Federal Reserve Bank of Atlanta, issue Q 1, pages 30-40. [Downloadable!]

1. David Cummins & Christopher Lewis & Richard Phillips, 1999. "Pricing Excess-of-Loss Reinsurance Contracts against Cat as trophic Loss," NBER Chapters, in: The Financing of Catastrophe Risk, pages 93-148 National Bureau of Economic Research, Inc. [Downloadable!]
   Other versions:
   • J. David Cummins & Christopher M. Lewis & Richard D. Phillips, 1998. "Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss," Center for Financial Institutions Working Papers 98-09, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]

This page was last updated on 2009-11-29.