Springer
The Geneva Papers on Risk and Insurance Theory
Contact information of Springer:
Web page: http://www.springerlink.com/link.asp?id=102897
Editor: Keith J. Crocker
Editor: Pierre Picard
Additional information is available for the following
registered editor(s): Pierre Picard
For corrections or technical questions regarding this series, please contact
(Guenther Eichhorn) or (Christopher F. Baum)
Series handle: repec:kap:geneva
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2007, Volume 32, Issue 2
- 113-128 The optimal asset allocation of the main types of pension funds: a unified framework
by Katarzyna Romaniuk - 129-145 Insurer’s insolvency risk and tax deductions for the individual’s net losses
by Rachel Huang & Larry Tzeng - 147-167 Screening equilibria in experimental markets
by Lisa Posey & Abdullah Yavas - 169-180 On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution
by Antonella Campana
2007, Volume 32, Issue 1
- 1-36 Overconfidence and trading volume
by Markus Glaser & Martin Weber - 37-59 Adverse selection and the market for annuities
by Oded Palmon & Avia Spivak - 61-90 On the role of market insurance in a dynamic model
by Helge Braun & Winfried Koeniger - 91-111 Internalizing externalities of loss prevention through insurance monopoly: an analysis of interdependent risks
by Annette Hofmann
2006, Volume 31, Issue 2
- 71-90 Aggregating risk capital, with an application to operational risk
by Paul Embrechts & Giovanni Puccetti - 91-110 Optimal insurance contract under a value-at-risk constraint
by Hung-Hsi Huang - 111-146 Adverse selection in the annuity market with sequential and simultaneous insurance demand
by Johann Brunner & Susanne Pech
2006, Volume 31, Issue 1
- 5-9 Optimal insurance contracts without the non-negativity constraint on indemnities: revisited
by Michael Breuer - 11-21 The design of an optimal insurance contract for irreplaceable commodities
by Rachel Huang & Larry Tzeng - 23-34 Underwriting profit margin of P/L insurance in the fuzzy-ICAPM
by Li-Hua Lai - 35-42 A note on risk aversion and herd behavior in financial markets
by Jean-Paul Decamps & Stefano Lovo - 43-60 Analysis of embedded options in individual pension schemes in Germany
by Alexander Kling & Jochen Russ & Hato Schmeiser - 61-66 Optimal financial crises: A note on Allen and Gale
by François Marini
2005, Volume 30, Issue 2
- 119-128 Uncertainty and the Cost of Reversal
by Giovanni Immordino - 129-146 A Study of Mutual Insurance for Bank Deposits
by Carole Bernard & Olivier Courtois & François Quittard-Pinon - 147-159 Wealth Effects on Self-Insurance and Self-Protection against Monetary and Nonmonetary Losses
by Kangoh Lee - 161-179 Optimal Insurance Design Under a Value-at-Risk Framework
by Ching-Ping Wang & David Shyu & Hung-Hsi Huang
2005, Volume 30, Issue 1
- 5-14 The Probationary Period as a Screening Device: The Monopolistic Insurer
by Jaap Spreeuw - 15-34 Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach
by Mario Jametti & Thomas Ungern-Sternberg - 35-40 A Note on Partial Insurance and the Arrow-Pratt Measure of Risk Aversion
by W. Chiu - 41-55 Mortality Risk and the Value of a Statistical Life: The Dead-Anyway Effect Revis(it)ed
by Friedrich Breyer & Stefan Felder - 57-69 Tax Compliance and Rank Dependent Expected Utility
by Jean-Louis Arcand & Grégoire Graziosi - 71-97 Strategic Price Discrimination in Compulsory Insurance Markets
by Luigi Buzzacchi & Tommaso Valletti - 99-109 The Newsboy Model: Changes in Risk and Price
by Jorge Ibarra-Salazar
2004, Volume 29, Issue 2
- 115-136 Opting Out of Public Insurance: Is It Socially Acceptable?
by Carine Franc & Laurence Abadie - 137-144 Portfolio Selection with Quadratic Utility Revisited
by Timothy Mathews - 145-163 Utility and the Skewness of Return in Gambling
by Michael Cain & David Peel - 165-186 Reimbursing Preventive Care
by Francesca Barigozzi - 187-209 Relative Guarantees
by Snorre Lindset
2004, Volume 29, Issue 1
- 5-22 Infrequent Extreme Risks
by C. Gourieroux & A. Monfort - 23-41 Cream Skimming, Dregs Skimming, and Pooling: On the Dynamics of Competitive Screening
by Diderik Lund & Tore Nilssen - 43-54 Health and Wealth: How do They Affect Individual Preferences?
by Béatrice Rey & Jean-Charles Rochet - 55-74 Labor Income Risk and Car Insurance in the UK
by Winfried Koeniger - 75-108 The Effective Duration and Convexity of Liabilities for Property-Liability Insurers Under Stochastic Interest Rates
by Kevin C. Ahlgrim & Stephen P. D'Arcy & Richard W. Gorvett