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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
For technical questions regarding this series, please contact (Christopher F. Baum)
Series handle: repec:kap:geneva

2007, Volume 32, Issue 2

113-128 The optimal asset allocation of the main types of pension funds: a unified framework
by Katarzyna Romaniuk [Downloadable! (restricted)]
129-145 Insurer’s insolvency risk and tax deductions for the individual’s net losses
by Rachel Huang & Larry Tzeng [Downloadable! (restricted)]
147-167 Screening equilibria in experimental markets
by Lisa Posey & Abdullah Yavas [Downloadable! (restricted)]
169-180 On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution
by Antonella Campana [Downloadable! (restricted)]

2007, Volume 32, Issue 1

1-36 Overconfidence and trading volume
by Markus Glaser & Martin Weber [Downloadable! (restricted)]
37-59 Adverse selection and the market for annuities
by Oded Palmon & Avia Spivak [Downloadable! (restricted)]
61-90 On the role of market insurance in a dynamic model
by Helge Braun & Winfried Koeniger [Downloadable! (restricted)]
91-111 Internalizing externalities of loss prevention through insurance monopoly: an analysis of interdependent risks
by Annette Hofmann [Downloadable! (restricted)]

2006, Volume 31, Issue 2

71-90 Aggregating risk capital, with an application to operational risk
by Paul Embrechts & Giovanni Puccetti [Downloadable! (restricted)]
91-110 Optimal insurance contract under a value-at-risk constraint
by Hung-Hsi Huang [Downloadable! (restricted)]
111-146 Adverse selection in the annuity market with sequential and simultaneous insurance demand
by Johann Brunner & Susanne Pech [Downloadable! (restricted)]

2006, Volume 31, Issue 1

5-9 Optimal insurance contracts without the non-negativity constraint on indemnities: revisited
by Michael Breuer [Downloadable! (restricted)]
11-21 The design of an optimal insurance contract for irreplaceable commodities
by Rachel Huang & Larry Tzeng [Downloadable! (restricted)]
23-34 Underwriting profit margin of P/L insurance in the fuzzy-ICAPM
by Li-Hua Lai [Downloadable! (restricted)]
35-42 A note on risk aversion and herd behavior in financial markets
by Jean-Paul Decamps & Stefano Lovo [Downloadable! (restricted)]
43-60 Analysis of embedded options in individual pension schemes in Germany
by Alexander Kling & Jochen Russ & Hato Schmeiser [Downloadable! (restricted)]
61-66 Optimal financial crises: A note on Allen and Gale
by François Marini [Downloadable! (restricted)]

2005, Volume 30, Issue 2

119-128 Uncertainty and the Cost of Reversal
by Giovanni Immordino [Downloadable! (restricted)]
129-146 A Study of Mutual Insurance for Bank Deposits
by Carole Bernard & Olivier Courtois & François Quittard-Pinon [Downloadable! (restricted)]
147-159 Wealth Effects on Self-Insurance and Self-Protection against Monetary and Nonmonetary Losses
by Kangoh Lee [Downloadable! (restricted)]
161-179 Optimal Insurance Design Under a Value-at-Risk Framework
by Ching-Ping Wang & David Shyu & Hung-Hsi Huang [Downloadable! (restricted)]

2005, Volume 30, Issue 1

5-14 The Probationary Period as a Screening Device: The Monopolistic Insurer
by Jaap Spreeuw [Downloadable! (restricted)]
15-34 Assessing the Efficiency of an Insurance Provider—A Measurement Error Approach
by Mario Jametti & Thomas Ungern-Sternberg [Downloadable! (restricted)]
35-40 A Note on Partial Insurance and the Arrow-Pratt Measure of Risk Aversion
by W. Chiu [Downloadable! (restricted)]
41-55 Mortality Risk and the Value of a Statistical Life: The Dead-Anyway Effect Revis(it)ed
by Friedrich Breyer & Stefan Felder [Downloadable! (restricted)]
57-69 Tax Compliance and Rank Dependent Expected Utility
by Jean-Louis Arcand & Grégoire Graziosi [Downloadable! (restricted)]
71-97 Strategic Price Discrimination in Compulsory Insurance Markets
by Luigi Buzzacchi & Tommaso Valletti [Downloadable! (restricted)]
99-109 The Newsboy Model: Changes in Risk and Price
by Jorge Ibarra-Salazar [Downloadable! (restricted)]

2004, Volume 29, Issue 2

115-136 Opting Out of Public Insurance: Is It Socially Acceptable?
by Carine Franc & Laurence Abadie [Downloadable!]
137-144 Portfolio Selection with Quadratic Utility Revisited
by Timothy Mathews [Downloadable!]
145-163 Utility and the Skewness of Return in Gambling
by Michael Cain & David Peel [Downloadable!]
165-186 Reimbursing Preventive Care
by Francesca Barigozzi [Downloadable!]
187-209 Relative Guarantees
by Snorre Lindset [Downloadable!]

2004, Volume 29, Issue 1

5-22 Infrequent Extreme Risks
by C. Gourieroux & A. Monfort [Downloadable!]
23-41 Cream Skimming, Dregs Skimming, and Pooling: On the Dynamics of Competitive Screening
by Diderik Lund & Tore Nilssen [Downloadable!]
43-54 Health and Wealth: How do They Affect Individual Preferences?
by Béatrice Rey & Jean-Charles Rochet [Downloadable!]
55-74 Labor Income Risk and Car Insurance in the UK
by Winfried Koeniger [Downloadable!]
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 [Downloadable!]

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This page was last updated on 2009-10-30.

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