Research classified by Journal of Economic Literature (JEL) codes

2003

• Jean-David FERMANIAN & Olivier SCAILLET, 2003, "Nonparametric Estimation of Copulas for Time Series," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp57, Feb.
• Jean-David FERMANIAN & Olivier SCAILLET, 2003, "Sensitivity Analysis of VaR Expected Shortfall for Portfolios Under Netting Agreements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp89, Jul.
• Juha-Pekka Niinimäki, 2003, "Fairly Priced Deposit Insurance under Adverse Selection," Finnish Economic Papers, Finnish Economic Association, volume 16, issue 1, pages 38-48, Spring.
• Guillaume Plantin, 2003, "Does Reinsurance Need Reinsurers?," FMG Discussion Papers, Financial Markets Group, number dp447, Apr.
• Fermanian, Jean-David & Scaillet, Olivier, 2003, "Nonparametric estimation of copulas for time series," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:41797.
• Jean Pinquet & Pierre-André Chiappori & Jaap Abbring & James J Heckman, 2003, "Adverse selection and moral hazard in insurance: can dynamic data help to distinguish?," Post-Print, HAL, number hal-00397115, Apr.
• Jean Pinquet & Jaap Abbring & Pierre-André Chiappori, 2003, "Moral Hazard and Dynamic Insurance Data," Post-Print, HAL, number hal-00397121, Jun.
• Lund, Diderik & Nilssen, Tore, 2003, "Cream Skimming, Dregs Skimming, and Pooling: On the Dynamics of Competitive Screening," Working Papers, Copenhagen Business School, Department of Economics, number 01-2003, Mar.
• Inmaculada Domínguez & Manuela Bosch & Pierre Devolder, 2003, "Medidas De Riesgo En La Gestión De Carteras De Vida Del Mercado Español," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2003-24, Dec.
• Georges Dionne & Florence Giuliano & Pierre Picard, 2003, "Optimal Auditing for Insurance Fraud," Cahiers de recherche, CIRPEE, number 0329.
• Georges Dionne, 2003, "The Foundations of Banks' Risk Regulation: a Review of the Literature," Cahiers de recherche, CIRPEE, number 0346.
• Tatiana Ermolieva & Yuri Ermoliev & Guenther Fischer & Istvan Galambos, 2003, "The Role of Financial Instruments in Integrated Catastrophic Flood Management," Multinational Finance Journal, Multinational Finance Journal, volume 7, issue 3-4, pages 207-230, September.
• Juha-Pekka Niinimäki, 2003, "Maturity Transformation without Maturity Mismatch and Bank Panics," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 159, issue 3, pages 511-522, September.
• Albrecht, Peter & Weber, Carsten, 2003, "Asset/liability management of German life insurance companies : a value-at-risk approch in the presence of interest rate guarantees," Papers, Sonderforschungsbreich 504, number 03-19.
• Ivica Dus & Raimond Maurer & Olivia S. Mitchell, 2003, "Betting on Death and Capital Markets in Retirement: A Shortfall Risk Analysis of Life Annuities versus Phased Withdrawal Plans," Working Papers, University of Michigan, Michigan Retirement Research Center, number wp063, Nov.
• Roger Gay, 2003, "General Insurance Premiums When Tail Fatness Is Unknown: A Fat Premium Representation Theorem," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/03, Aug.
• Dirk Krueger & Harald Uhlig, 2003, "Competitive Risk Sharing Contracts with One-Sided Commitment," NBER Working Papers, National Bureau of Economic Research, Inc, number 10135, Dec.
• Howard Kunreuther & Erwann Michel-Kerjan & Beverly Porter, 2003, "Assessing, Managing, and Financing Extreme Events: Dealing with Terrorism," NBER Working Papers, National Bureau of Economic Research, Inc, number 10179, Dec.
• Alma Cohen & Rajeev Dehejia, 2003, "The Effect of Automobile Insurance and Accident Liability Laws in Traffic Fatalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 9602, Apr.
• Bradley Herring & Mark Pauly, 2003, "Incentive-Compatible Guaranteed Renewable Health Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9888, Aug.
• Mark V. Pauly & Yuhui Zeng, 2003, "Adverse Selection and the Challenges to Stand-Alone Prescription Drug Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9919, Aug.
• Amy Finkelstein & Kathleen McGarry, 2003, "Private Information and its Effect on Market Equilibrium: New Evidence from Long-Term Care Insurance," NBER Working Papers, National Bureau of Economic Research, Inc, number 9957, Sep.
• B. Douglas Bernheim & Katherine Grace Carman & Jagadeesh Gokhale & Laurence J. Kotlikoff, 2003, "Are Life Insurance Holdings Related to Financial Vulnerabilities?," Economic Inquiry, Western Economic Association International, volume 41, issue 4, pages 531-554, October.
• Giandomenico, Rossano, 2003, "Dalle Riserve alle Opzioni: " La partecipazione agli utili nelle polizze vita"
  [From Reserves to Options: " The partecipation to the profit in insurance life policies"]," MPRA Paper, University Library of Munich, Germany, number 20783, Jul.
• Jean-Marc Lamère, 2003, "De nouveaux risques après le 11 septembre 2001 ?," Revue d'Économie Financière, Programme National Persée, volume 70, issue 1, pages 65-73, DOI: 10.3406/ecofi.2003.4821.
• Gérard de La Martinière & Philippe Trainar, 2003, "La comptabilisation en « juste valeur » et les métiers de l’assurance," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 109-122, DOI: 10.3406/ecofi.2003.4849.
• Dominique Garabiol, 2003, "Bâle II : les risques de distorsions de concurrence," Revue d'Économie Financière, Programme National Persée, volume 73, issue 4, pages 151-162, DOI: 10.3406/ecofi.2003.5009.
• Gérard de La Martinière & Philippe Trainar, 2003, "« Fair value » accounting and the insurance business," Revue d'Économie Financière, Programme National Persée, volume 71, issue 2, pages 93-105, DOI: 10.3406/ecofi.2003.4749.
• Carlo Cafiero, 2003, "The Debate on Public Support to Crop Insurance," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 3, December.
• Kanta Matsuura, 2003, "Information Security and Economics in Computer Networks: An Interdisciplinary Survey and a Proposal of Integrated Optimization of Investment," Computing in Economics and Finance 2003, Society for Computational Economics, number 48, Aug.
• Ji-Wook Jang & Angelos Dassios, 2003, "Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity," Finance and Stochastics, Springer, volume 7, issue 1, pages 73-95.
• Charlotte Markussen & Michael I. Taksar, 2003, "Optimal dynamic reinsurance policies for large insurance portfolios," Finance and Stochastics, Springer, volume 7, issue 1, pages 97-121.
• Guillaume Carlier & Rose-Anne Dana, 2003, "Pareto efficient insurance contracts when the insurer's cost function is discontinuous," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 4, pages 871-893, June, DOI: 10.1007/s00199-002-0281-z.
• Matthew J. Ryan & Rhema Vaithianathan, 2003, "Medical insurance with rank-dependent utility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 22, issue 3, pages 689-698, October, DOI: 10.1007/s00199-002-0336-1.
• Helmut Gründl & Richard Stehle & Thorsten Waldow, 2003, "Zur Vorteilhaftigkeit von Kapitallebensversicherungen gegenüber alternativen Anlageformen — Eine Analyse aus Anlegersicht," Schmalenbach Journal of Business Research, Springer, volume 55, issue 6, pages 549-577, September, DOI: 10.1007/BF03372715.
• Grzegorz Kula, 2003, "Retirement with Perfect Insurance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-097/3, Dec.
• Jaap H. Abbring & James J. Heckman & Pierre-André Chiappori & Jean Pinquet, 2003, "Adverse Selection and Moral Hazard In Insurance: Can Dynamic Data Help to Distinguish?," Journal of the European Economic Association, MIT Press, volume 1, issue 2-3, pages 512-521, 04/05.
• Jaap H. Abbring & Pierre-André Chiappori & Jean Pinquet, 2003, "Moral Hazard and Dynamic Insurance Data," Journal of the European Economic Association, MIT Press, volume 1, issue 4, pages 767-820, June.
• José Penalva, 2003, "Implications of dynamic trading for insurance markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 720, Dec.
• Antje Mahayni & Erik Schlögl, 2003, "The Risk Management of Minimum Return Guarantees," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 102, Jun.
• Iman van Lelyveld & Arnold Schilder, 2003, "Risk in Financial Conglomerates: Management and Supervision," Finance, University Library of Munich, Germany, number 0301006, Jan.
• Marisa Ratto & Thibaud Vergé, 2003, "Optimal Audit Policy and Heterogenous Agents," Public Economics, University Library of Munich, Germany, number 0301001, Jan.
• Peter Boller & Michel Dacorogna & Hubert Niggli, 2003, "How Much Reinsurance Do You Really Need? A Case Study," Risk and Insurance, University Library of Munich, Germany, number 0306001, Jun.
• Peter Blum & Michel Dacorogna, 2003, "Dynamic Financial Analysis - Understanding Risk and Value Creation in Insurance," Risk and Insurance, University Library of Munich, Germany, number 0306002, Jun.
• Michel Dacorogna & Gianluca Oderda & Tobias Jung, 2003, "Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment," Risk and Insurance, University Library of Munich, Germany, number 0306003, Jun.
• Michel Dacorogna & Peter Blum, 2003, "Extreme Moves in Foreign Exchange Rates and Risk Limit Setting," Risk and Insurance, University Library of Munich, Germany, number 0306004, Jun.
• Krzysztof Burnecki & Wolfgang Hardle & Rafal Weron, 2003, "An introduction to simulation of risk processes," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/04.
• Krzysztof Burnecki & Pawel Mista & Aleksander Weron, 2003, "A new De Vylder type approximation of the ruin probability in infinite time," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/03/05.
• Mahayni, Antje & Schlögl, Erik, 2003, "The Risk Management of Minimum Return Guarantees," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 18/2003.
• Maurer, Raimond H., 2003, "Institutional investors in Germany: Insurance companies and investment funds," CFS Working Paper Series, Center for Financial Studies (CFS), number 2003/14.
• Kirstein, Roland & Rickman, Neil, 2003, ""Third Party Contingency" contracts in settlement and litigation," CSLE Discussion Paper Series, Saarland University, CSLE - Center for the Study of Law and Economics, number 2003-09.
• Boyer, M. Martin & Schiller, Jörg, 2003, "Merging automobile regulatory bodies: The case of Atlantic Canada," Working Papers on Risk and Insurance, University of Hamburg, Institute for Risk and Insurance, number 11.
• Glismann, Hans H. & Schrader, Klaus, 2003, "Zur Einführung privater Arbeitslosenversicherungen in Deutschland," Kiel Working Papers, Kiel Institute for the World Economy, number 1144.
• Beschorner, Patrick F. E., 2003, "Risk classification and cream skimming on the deregulated German insurance market," W.E.P. - Würzburg Economic Papers, University of Würzburg, Department of Economics, number 37.

2002

• Dionne, Georges & Gagne, Robert, 2002, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Journal of Risk and Uncertainty, Springer, volume 24, issue 3, pages 213-230, May.
• Koehl, Pierre-Francois & Villeneuve, Bertrand, 2002, "Compensation for What? An Analysis of Insurance Strategies for Repairable Assets," Journal of Risk and Uncertainty, Springer, volume 25, issue 1, pages 47-64, July.
• Simonovits, András & Gál, Róbert Iván & Augusztinovics, Mária & Matits, Ágnes & Máté, Levente & Stahl, János, 2002, "A magyar nyugdíjrendszer az 1998-as reform előtt és után
  [The Hungarian pension system before and after the 1998 reform]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 473-517.
• Eberhard Feess & Martin Nell, 2002, "Independent Safety Controls with Moral Hazard," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 158, issue 3, pages 408-419, September.
• Stéphanie Gautrieaud, 2002, "Le risque pays : approche conceptuelle et approche pratique," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 72, Jun.
• Mark V. Pauly & Bradley Herring & David Song, 2002, "Health Insurance on the Internet and the Economics of Search," NBER Working Papers, National Bureau of Economic Research, Inc, number 9299, Oct.
• Beckmann, Rainer & Eppendorfer, Carsten & Neimke, Markus, 2002, "Financial integration within the European Union: Towards a single market for insurance," MPRA Paper, University Library of Munich, Germany, number 5280.
• Guy Lallour, 2002, "Assurance et environnement," Revue d'Économie Financière, Programme National Persée, volume 66, issue 2, pages 165-171, DOI: 10.3406/ecofi.2002.3750.
• Stéphane Mottet, 2002, "La démutualisation," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 111-120, DOI: 10.3406/ecofi.2002.3576.
• Fabrice Roth, 2002, "La gouvernance des entreprises d’assurance : les atouts des formes mutuelles," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 181-192, DOI: 10.3406/ecofi.2002.3580.
• Roger Belot, 2002, "Les spécificités du statut mutualiste dans le secteur des assurances : interview," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 193-198, DOI: 10.3406/ecofi.2002.3581.
• Daniel Le Scornet, 2002, "L’évolution récente et l’avenir du mutualisme dans le domaine de la santé en France," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 199-210, DOI: 10.3406/ecofi.2002.3582.
• Michel Roux, 2002, "« Services limités ou responsabilités limitées ? » : le mutualisme de la sphère financière française en proie à la banalisation," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 211-229, DOI: 10.3406/ecofi.2002.3583.
• Jean Azema, 2002, "Le statut mutualiste est-il un frein à la croissance ? : interview," Revue d'Économie Financière, Programme National Persée, volume 67, issue 3, pages 239-247, DOI: 10.3406/ecofi.2002.3585.
• Jacob A. Bikker, 2002, "Cross-sector diversification in financial conglomerates: simulations with a fair-value assets and liabilities model," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 363-389.
• Jacob A. Bikker, 2002, "Cross-sector diversification in financial conglomerates: simulations with a fair-value assets and liabilities model," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 55, issue 223, pages 363-389.
• Frank Skinner & Antonio Diaz, 2002, "An Empirical Study of Credit Default Swaps," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-04, Jan, revised Jan 2003.
• Maki Dahchour & Georges Dionne, 2002, "Pricing of Automobile Insurance Under Asymmetric Information: a Study on Panel Data," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 01-6, May.
• Dominique Lord & Hamidou Mamadou Abdou & Antoine N’Zué & Georges Dionne & Claire Laberge-Nadeau, 2002, "Traffic safety diagnostic and application of countermeasures for rural roads in Burkina Faso," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 02-6, Nov.
• Anna Frolova & Serguei Pergamenshchikov & Yuri Kabanov, 2002, "In the insurance business risky investments are dangerous," Finance and Stochastics, Springer, volume 6, issue 2, pages 227-235.
• Guillaume Bernis, 2002, "Equilibrium in a reinsurance market with short sale constraints," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 20, issue 2, pages 295-320.
• Dirk Kreuger & Fabrizio Perri, 2002, "Does Income Inequality Lead to Consumption Inequality? Evidence and Theory," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 02-15.
• Antoon Pelsser, 2002, "Pricing and Hedging Guaranteed Annuity Options via Static Option Replication," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-037/2, Apr.
• Arnold R. Cowan & Jann C. Howell & Mark L. Power, 2002, "Wealth Effects of Banks' Rights to Market and Originate Annuities," Finance, University Library of Munich, Germany, number 0203002, Mar.
• Krzysztof Burnecki & Agnieszka Marciniuk & Aleksander Weron, 2002, "On annuities under random rates of interest," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/02/01.
• Kirstein, Roland & Rickman, Neil, 2002, ""Third Party Contingency" contracts in settlement and litigation," CSLE Discussion Paper Series, Saarland University, CSLE - Center for the Study of Law and Economics, number 2002-11.
• Goerke, Laszlo & Schnabel, Claus, 2002, "On strike insurance," Discussion Papers, Friedrich-Alexander University Erlangen-Nuremberg, Chair of Labour and Regional Economics, number 12.
• Nell, Martin & Richter, Andreas, 2002, "Improving risk allocation through cat bonds," Working Papers on Risk and Insurance, University of Hamburg, Institute for Risk and Insurance, number 10.
• Nell, Martin & Schiller, Jörg, 2002, "Erklärungsansätze für vertragswidriges Verhalten von Versicherungsnehmern aus Sicht der ökonomischen Theorie," Working Papers on Risk and Insurance, University of Hamburg, Institute for Risk and Insurance, number 7.
• Schiller, Jörg, 2002, "The impact of insurance fraud detection systems," Working Papers on Risk and Insurance, University of Hamburg, Institute for Risk and Insurance, number 8.
• Eckardt, Martina, 2002, "Agent and Broker Intermediaries in Insurance Markets -- An Empirical Analysis of Market Outcomes," Thuenen-Series of Applied Economic Theory, University of Rostock, Institute of Economics, number 34.
• Bharat Ramaswami & Terry L. Roe, 2002, "Aggregation in area yield insurance:The linear additive model," Discussion Papers, Indian Statistical Institute, Delhi, number 02-08, Aug.
• Axel Olaf Kern & Stephan Dieter Kupsch, 2002, "Internationale Vergleiche von Gesundheitssystemen und die Neubestimmung des Leistungskatalogs in der gesetzlichen Krankenversicherung - Was bringt ein Blick ueber die Grenzen?," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 217, Feb.
• M. Mercedes Claramunt Bielsa & Maite Teresa Marmol Jimenez & Antonio Alegre Escolano, 2002, "Discrete analysis of dividend payments in a non-life insurance portfolio," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 85.
• Eva Boj del Val & M. Mercedes Claramunt Bielsa & Jose Fortiana Gregori, 2002, "Herramientas estadisticas para el estudio de perfiles de riesgo," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 88.
• Marisa Ratto & Thibaud Verge, 2002, "Optimal Audit Policy and Heterogenous Agents," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 02/054, Dec.
• Laurence Assous & Ronan Mahieu, 2002, "L'assurabilité de la dépendance et sa prise en charge par le secteur privé. Une mise en perspective internationale," Revue économique, Presses de Sciences-Po, volume 53, issue 4, pages 887-912.
• Kirstein, Roland & Rickman, Neil, 2002, ""Third Party Contingency" contracts in settlement and litigation," Berkeley Olin Program in Law & Economics, Working Paper Series, Berkeley Olin Program in Law & Economics, number qt6vn9877z, Oct.
• M. Martin Boyer & Charles M. Nyce, 2002, "Banks as Insurance Referral Agents? The Convergence of Financial Services: Evidence from the Title Insurance Industry," CIRANO Working Papers, CIRANO, number 2002s-78, Sep.
• Basak, Suleyman & Shapiro, Alex, 2002, "A Model of Credit Risk, Optimal Policies and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 3413, Jun.
• Buzzacchi, Luigi & Valletti, Tommaso, 2002, "Firm Size Distribution: Testing the 'Independent Submarkets Model' in the Italian Motor Insurance Industry," CEPR Discussion Papers, Centre for Economic Policy Research, number 3444, Jul.
• Perri, Fabrizio & Krueger, Dirk, 2002, "Does Income Inequality Lead to Consumption Inequality?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3583, Oct.
• E. Philip Davis, 2002, "Issues in the Regulation of Annuities Markets," CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy), number 26, Oct.
• Cowan, Arnold R. & Howell, Jann C. & Power, Mark L., 2002, "Wealth effects of banks' rights to market and originate annuities," The Quarterly Review of Economics and Finance, Elsevier, volume 42, issue 3, pages 487-503.
• Koufopoulos, Kostas, 2002, "Asymmetric information, heterogeneity in risk perceptions and insurance: an explanation to a puzzle," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24906, Feb.
• M. Dahchour & G. Dionne, 2002, "Pricing of Automobile Insurance Under Asymmetric Information : a Study on Panel Data," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-12.
• D. Lord & H. M. Abdou & A. N'Zué & G. Dionne & C. Laberge-Nadeau, 2002, "Traffic Safety Diagnostic and Application of Countermeasures for Rural Roads in Burkina Faso," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-23.
• G. Dionne & F. Giuliano & P. Picard, 2002, "Optimal auditing for insurance fraud," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2002-32.
• Ana C. CEBRIÁN & Michel DENUIT & Olivier SCAILLET, 2002, "Testing for Concordance Ordering," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp41, Mar.
• Michel DENUIT & Olivier SCAILLET, 2002, "Nonparametric Tests Dependence For Positive Quadrant," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp44, Mar.
• B. Douglas Bernheim & Katherine Grace Carman & Jagadeesh Gokhale & Laurence J. Kotlikoff, 2002, "The mismatch between life insurance holdings and financial vulnerabilities: evidence from the Survey of Consumer Finances," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 0201, DOI: 10.26509/frbc-wp-200201.
• Koeniger, Winfried, 2002, "The Dynamics of Market Insurance, Insurable Assets, and Wealth Accumulation," IZA Discussion Papers, IZA Network @ LISER, number 615, Oct.
• Johann K. Brunner & Susanne Pech, 2002, "Adverse selection in the annuity market with sequential and simultaneous insurance demand," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2002-04, Apr.
• Susanne Pech, 2002, "Tax incentives for private life annuities and the social security reform: Effects on consumption and on adverse selection," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2002-09, Aug.

2001

• Cary A. Deck, 2001, "A Test of Game-Theoretic and Behavioral Models of Play in Exchange and Insurance Environments," American Economic Review, American Economic Association, volume 91, issue 5, pages 1546-1555, December.
• Ramaswami, Bharat & Roe, Terry L., 2001, "Structural Models Of Area Yield Crop Insurance," 2001 Annual meeting, August 5-8, Chicago, IL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 20638, DOI: 10.22004/ag.econ.20638.
• Irena Misheva, 2001, "Insuring of Bank Deposits," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 5, pages 66-80.
• Ingela Alger & Ching-to Albert Ma, 2001, "Moral Hazard, Insurance, and Some Collusion," Boston College Working Papers in Economics, Boston College Department of Economics, number 496, Feb.
• Ray Rees & Martin Nell & Helmut Gründl & Hato Schmeiser & Michael Wolgast, 2001, "Risikoübernahme - sollte der Staat bestimmte Versicherungsgarantien übernehmen?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 54, issue 24, pages 5-14, October.
• M. Martin Boyer, 2001, "Resistance is Futile: An Essay in Crime and Commitment," CIRANO Working Papers, CIRANO, number 2001s-58, Nov.
• Nathalie De Marcellis-Warin & Erwann Michel-Kerjan, 2001, "The Public-Private Sector Risk-Sharing in the French Insurance "Cat. Nat. System"""," CIRANO Working Papers, CIRANO, number 2001s-60, Nov.
• María Angélica Arbeláez Restrepo & Sandra Zuluaga & Andr�s Mauricio Velasco M., 2001, "Impacto de corto y largo plazo del régimen de inversión de las aseguradoras colombianas," Coyuntura Económica, Fedesarrollo.
• María Angélica Arbeláez Restrepo & Sandra Zuluaga, 2001, "Las aseguradoras y el régimen de inversión," Cuadernos de Fedesarrollo, Fedesarrollo, number 12734, Sep.
• Miles, David & Cerny, Ales, 2001, "Risk Return and Portfolio Allocation under Alternative Pension Systems with Imperfect Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 2779, May.
• DENUIT, Michel & SAILLET, Olivier, 2001, "Nonparametric Tests for Positive Quadrant Dependence," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001009, Jan, revised 01 Apr 2001.
• Desjardins, Denise & Dionne, Georges & Pinquet, Jean, 2001, "Experience Rating Schemes for Fleets of Vehicles," ASTIN Bulletin, Cambridge University Press, volume 31, issue 1, pages 81-105, May.
• Engle, Robert F. & Manganelli, Simone, 2001, "Value at risk models in finance," Working Paper Series, European Central Bank, number 75, Aug.
• Inderst, Roman & Wambach, Achim, 2001, "Competitive insurance markets under adverse selection and capacity constraints," European Economic Review, Elsevier, volume 45, issue 10, pages 1981-1992, December.
• Brekelmans, Ruud & De Waegenaere, Anja, 2001, "Approximating the finite-time ruin probability under interest force," Insurance: Mathematics and Economics, Elsevier, volume 29, issue 2, pages 217-229, October.
• Froot, Kenneth A., 2001, "The market for catastrophe risk: a clinical examination," Journal of Financial Economics, Elsevier, volume 60, issue 2-3, pages 529-571, May.
• G. Dionne & M. Maurice & J. Pinquet & C. Vanasse, 2001, "The Role of Memory in Long-Term Contracting with Moral Hazard : Empirical Evidence in Automobile Insurance," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2001-11.
• Ermoliev, Y.M. & Flam, S.D., 2001, "Finding Pareto Optimal Insurance Contracts," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 0501.
• Dionne, G. & Maurice, M. & Pinquet, J. & Vanasse, C., 2001, "The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance," Ecole des Hautes Etudes Commerciales de Montreal-, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques., number 01-05.
• Nekby, Lena & Arai, Mahmood & Lundholm, Michael, 2001, "Economics of Scale and Sorting in Pure vs. Mutual Insurance Societies: Evidence from Historical Data," Research Papers in Economics, Stockholm University, Department of Economics, number 2001:9, Sep.
• Nekby, Lena, 2001, "Pure vs. Mutual Sick Insurance Societies. Evidence from Swedish Historical Data," Research Papers in Economics, Stockholm University, Department of Economics, number 2001:10, Sep.
• Koehl, Pierre-Francois & Villeneuve, Bertrand, 2001, "Complementarity and Substituability in Multiple-Risk Insurance Markets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 42, issue 1, pages 245-266, February.
• James M. Poterba, 2001, "Annuity markets and retirement security," Fiscal Studies, Institute for Fiscal Studies, volume 22, issue 3, pages 249-270., September.
• Dupont, Dominique Y., 2001, "The Endowment Effect, Status Quo Bias and Loss Aversion: Rational Alternative Explanation," Economics Series, Institute for Advanced Studies, number 92, Jan.
• Claudio Sapelli & Bernardita Vial, 2001, "Self Selection and Moral Hazard in Chilean Health Insurance," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 195.
• Felipe Zurita, 2001, "Liquidity as an Insurance Problem," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 198.
• Koeniger, Winfried, 2001, "Labor and Financial Market Interactions: The Case of Labor Income Risk and Car Insurance in the UK 1969-95," IZA Discussion Papers, IZA Network @ LISER, number 240, Jan.
• Ephraim Clark & Radu Tunaru, 2001, "Emerging Markets: Investing with Political Risk," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 3, pages 155-173, September.
• B. Douglas Bernheim & Katherine Grace Carman & Jagadeesh Gokhale & Laurence J. Kotlikoff, 2001, "The Mismatch Between Life Insurance Holdings and Financial Vulnerabilities: Evidence from the Survey of Consumer Finances," NBER Working Papers, National Bureau of Economic Research, Inc, number 8544, Oct.
• Pureta, Igor, 2001, "Measurment of Service Orientation of an Insurance Company in a Transitional Market," MPRA Paper, University Library of Munich, Germany, number 89241.
• Christophe Morel & Brigitte Poiblanc, 2001, "Une lecture "optionnelle" du bilan des compagnies d'assurance-vie," Économie et Prévision, Programme National Persée, volume 149, issue 3, pages 65-71, DOI: 10.3406/ecop.2001.6292.
• Michel Boutillier & Fabrice Pansard & Bruno Séjourné, 2001, "Le développement de l’assurance-vie en France : analyse et implications pour le système financier et le gouvernement d’entreprise," Revue d'Économie Financière, Programme National Persée, volume 63, issue 3, pages 67-90, DOI: 10.3406/ecofi.2001.3670.
• Chakravarty, Sugato & Sarkar, Asani, 2001, "A Comparison of Trading Costs in the U.S. Municipal, Corporate, and Treasury Bond Market," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1148.
• Georges Dionne & Mathieu Maurice & Jean Pinquet & Charles Vanasse, 2001, "The Role of Memory in Long-Term Contracting with Moral Hazard: Empirical Evidence in Automobile Insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 01-5, Apr.
• Scott Hawkins, 2001, "Intangible asset and value-creation reporting - increasing transparency at Skandia," Journal of Financial Transformation, Capco Institute, volume 3, pages 127-133.
• Bjarne Højgaard & Michael Taksar, 2001, "Optimal risk control for a large corporation in the presence of returns on investments," Finance and Stochastics, Springer, volume 5, issue 4, pages 527-547.
• Douglas Holtz-Eakin & John W. R. Phillips & Harvey S. Rosen, 2001, "Estate Taxes, Life Insurance, And Small Business," The Review of Economics and Statistics, MIT Press, volume 83, issue 1, pages 52-63, February.
• José Penalva, 2001, "Insuring California earthquakes and the role for catastrophe bonds," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 527, Jan.
• Benito Arruñada, 2001, "The role of title insurance under recording and registration," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 565, Jul, revised Sep 2002.
• Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001, "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 51, Mar.
• Martin Shubik, 2001, "Risk, Public Perception and Education: Quantitative and Qualitative Risk," Yale School of Management Working Papers, Yale School of Management, number ysm190, Jun.
• Kirstein, Roland & Rickman, Neil, 2001, "FORIS contracts: Litigation Cost Shifting and Contingent Fees in Germany," CSLE Discussion Paper Series, Saarland University, CSLE - Center for the Study of Law and Economics, number 2001-04.
• Nell, Martin & Richter, Andreas, 2001, "The design of liability rules for highly risky activities: Is strict liability the better solution?," Working Papers on Risk and Insurance, University of Hamburg, Institute for Risk and Insurance, number 1.
• Glismann, Hans H. & Schrader, Klaus, 2001, "Ein funktionstüchtiges System privater Arbeitslosenversicherung," Kiel Working Papers, Kiel Institute for the World Economy, number 1076.
• Härdle, Wolfgang & Kleinow, Torsten & Korostelev, Alexander P. & Logeay, Camille & Platen, Eckhard, 2001, "Semiparametric diffusion estimation and application to a stock market index," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,24.

2000

• Kit Wong, 2000, "Insurance and the behavior of competitive firms under revenue risks: a note," Journal of Economics, Springer, volume 71, issue 3, pages 305-314, October, DOI: 10.1007/BF01228745.
• Kiyoung Lee, 2000, "Uncertain Lifetimes and the Implicaitons of Social Security in an Endogeneous Communication Model," Korean Economic Review, Korean Economic Association, volume 16, pages 391-408.
• Simonovits, András, 2000, "Újabb eredmények a nyugdíjrendszerek modellezésében
  [New results in modelling pension systems]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 487-508.
• James M. Poterba & Mark Warshawsky, 2000, "The Costs of Annuitizing Retirement Payouts from Individual Accounts," NBER Chapters, National Bureau of Economic Research, Inc, "Administrative Aspects of Investment-Based Social Security Reform".
• Amy Finkelstein & James Poterba, 2000, "Adverse Selection in Insurance Markets: Policyholder Evidence from the U.K. Annuity Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 8045, Dec.
• Bertrand Villeneuve, 2000, "The Consequences for a Monopolistic Insurance Firm of Evaluating Risk Better than Customers: The Adverse Selection Hypothesis Reversed," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 25, issue 1, pages 65-79, June.
• Roland Kirstein, 2000, "Risk Neutrality and Strategic Insurance," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, volume 25, issue 2, pages 251-261, April.
• Miller, Jeffrey & Petranov, Stefan, 2000, "Non-banking financial institutions in Bulgaria," MPRA Paper, University Library of Munich, Germany, number 85137.
• Antoine Mérieux, 2000, "Les places internationales d’assurance," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 161-171, DOI: 10.3406/ecofi.2000.3514.
• Pierre Baudez, 2000, "La contribution de l’assurance emprunteur à la lutte contre l’exclusion bancaire et ses limites," Revue d'Économie Financière, Programme National Persée, volume 58, issue 3, pages 213-228, DOI: 10.3406/ecofi.2000.3492.
• Antoine Mérieux, 2000, "International Insurance Markets," Revue d'Économie Financière, Programme National Persée, volume 57, issue 2, pages 149-158, DOI: 10.3406/ecofi.2000.4734.
• Chakravarty, Sugato & Sarkar, Asani, 2000, "Do Differences in Transparency Affect Trading Costs? Evidence from U.S. Corporate, Municipal and Treasury Bond Markets," Purdue University Economics Working Papers, Purdue University, Department of Economics, number 1138, Sep.
• Kyriakos Chourdakis & Elias Tzavalis, 2000, "Option Pricing under Discrete Shifts in Stock Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 426, Nov.
• Georges Dionne & Robert Gagné, 2000, "Replacement Cost Endorsement and Opportunistic Fraud in Automobile Insurance," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-1, Feb.
• Denise Desjardins & Georges Dionne & Jean Pinquet, 2000, "Experience Rating Schemes for Fleets of Vehicles," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-3, Feb.
• Georges Dionne, 2000, "The Empirical Measure of Information Problems with Emphasis on Insurance Fraud," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-4, Mar.
• Georges Dionne & Neil Doherty & Nathalie Fombaron, 2000, "Adverse Selection in Insurance Markets," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 00-5, Mar.
• Angelos Kanas, 2000, "Exchange Rate Economic Exposure under Collusive Pricing and Hedging Using Asian Currency Options," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 53, issue 1, pages 53-67.
• Bruno Jullien & Georges Dionne & Bernard Caillaud, 2000, "Corporate insurance with optimal financial contracting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 16, issue 1, pages 77-105.
• Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000, "Approximating the Finite-Time Ruin Probability under Interest Force," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-111.
• Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000, "Approximating the Finite-Time Ruin Probability under Interest Force," Other publications TiSEM, Tilburg University, School of Economics and Management, number 66e5c0b2-528b-476c-ae96-b.
• José Penalva, 2000, "Full insurance, asymmetric information and genetic testing," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 461, Nov.
• Y.M. Ermoliev & S.D. Flam, 2000, "On Mutual Insurance," Working Papers, International Institute for Applied Systems Analysis, number ir00002, Jan.
• Y.M. Ermoliev & S.D. Flam, 2000, "Finding Pareto Optimal Insurance Contracts," Working Papers, International Institute for Applied Systems Analysis, number ir00033, Jun.
• Allen N. Berger & J. David Cummins & Mary A. Weiss & Hongmin Zi, 2000, "Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-29, Mar.
• Krzysztof Burnecki & Grzegorz Kukla & Rafal Weron, 2000, "Property insurance loss distributions," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/00/03.
• Keeler, Andrew G. & Kriesel, Warren & Landry, Craig E., 2000, "Expanding The National Flood Insurance Program To Cover Coastal Erosion Damage," 2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 21818, DOI: 10.22004/ag.econ.21818.
• David K. Miles, 2000, "Funded and Unfunded Pension Schemes: Risk, Return and Welfare," CESifo Working Paper Series, CESifo, number 239.
• Cyrille Lacu, 2000, "La crise de l'assurance-vie," Economie Internationale, CEPII research center, issue 84, pages 125-148.
• Miles, David, 2000, "Funded and Unfunded Pensions: Risk, Return and Welfare," CEPR Discussion Papers, Centre for Economic Policy Research, number 2369, Feb.