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Journal of Risk and Insurance
Latest Issue:
09/01/2009
In This Issue
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1. Nonlinear cointegration relationships between non-life insurance premiums...
ABSTRACT The aim of this article is to study the adjustment dynamics of the non-life insurance premium (NLIP) and test its dependence to the financial ... (PERIODICAL ARTICLE)
2. Convergence of insurance and financial markets: hybrid and securitized...
ABSTRACT One of the most significant economic developments of the past decade has been the convergence of the financial services industry, particularly the capital markets ... (PERIODICAL ARTICLE)
3. Catastrophe risk financing in the United States and the European Union: a...
ABSTRACT The regulation of insurance companies in the United States and the European Union (EU) continues to evolve in response to market forces and the ... (PERIODICAL ARTICLE)
4. Copulas: a personal view.
ABSTRACT Copula modeling has taken the world of finance and insurance, and well beyond, by storm. Why is this? In this article, I review the ... (PERIODICAL ARTICLE)
5. Modeling mortality with jumps: applications to mortality securitization.
ABSTRACT In this article, we incorporate a jump process into the original Lee-Carter model, and use it to forecast mortality rates and analyze mortality securitization. (PERIODICAL ARTICLE) | |
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1-5 (of 5) related articles
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1-5 (of 5) related articles
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