American Risk and Insurance Association (ARIA) 2009 Annual Meeting Papers
|
Paper Title |
|
Authors |
| Cole, Macpherson,
Maroney, McCullough, Newman, Nyce |
1B |
The Use of Post-Loss Assessments in Catastrophic Financing |
| Galeotti, Guertler,
Rehan |
1C |
Accuracy of Pricing Models for CAT Bonds – An Empirical Analysis |
| Cox, Lin, Tian,
Zuluaga |
1D |
Mortality Portfolio Risk Management |
| Major |
1D |
The
Firm-Value Risk Model |
| Chen, Chang |
1E |
Board
Composition and Firm Value with the Effect of Directors’ & Officers’
Insurance |
| Kamiya, Rosenberg,
Schmit |
1E |
Determinants of Insurers’ Reputational Risk |
| Bourles |
2A |
Moral
Hazard in Dynamic Insurance, Classification Risk and Prepayment |
| Kelly, Kleffner,
Li |
2C |
An Empirical Analysis of Automobile Insurance Choice in Pennsylvania |
| Regan |
2C |
Loss Reserves
and the Role of the Appointed Actuary |
| Chen, Doerpinghaus,
Yu |
2E |
Franchise Value and Insurer Performance |
| Yu, Sun, Zhong |
3A |
Economy, Culture, and the Size of Insurance Market: The Case of Chinese
Market |
| Dionne, Maalaoui,
Francois |
3B |
The Impact of Stochastic Volatility on Pricing, Hedging, and Hedge
Efficiency of Variable Annuity Guarantees |
| Kling, Ruez, Russ |
3B |
Credit Spread Changes within Switching Regimes |
| Cox, Lin,
Milidonis |
3B |
Mortality
Regimes and Pricing |
| Diers |
3C |
Strategic
Management of Assets and Liabilities Using Multi-year Internal Risk
Models |
| Huang, Miao, Tzeng |
3C |
Does Mortality Improvement Increase Risk Premiums? A Risk Perception
Perspective |
| Thistle,
Bahtelsmit |
3C |
Liability, Insurance and The Incentive to Obtain Information about Risk |
| Zhou-Richter |
3D |
Lemon
Principle or Cherry Picking? Asymmetric Information in the Private
Long-Term Care Insurance Market |
| Neale, Drake |
3E |
Financial Guarantee Insurance: Arrogance or Ignorance in an Era of
Exuberance |
| Cole, He,
McCollough, Sommer |
4A |
Separation of Ownership and Management: Implications for Risk-Taking
Behavior |
| Cail, Lu, Xie |
4B |
Internal
Corporate Control and the Dynamics of Post-Acquisition Boards: Evidence
of U.S. Life Insurers |
| Chen, Pottier |
4D |
Ownership, Group Affiliation and Efficiency |
| Hanewald, Post,
Grundl |
4E |
Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency |
| Huang, Su, Tzeng |
4E |
The
Budgetary Cost and Welfare Effect of Tax-Deferred Retirement Saving
Accounts |
| Nishiyama |
4E |
Anticipatory Anxiety and the Annuity Puzzle |
| Seog |
5B |
Moral Hazard
and Health Insurance when Treatment is Preventive |
| Staking |
5B |
Optimal
Portfolio Selection when Constrained by Investment in a Mandatory Social
Security Asset: The case of Emerging Markets |
| Carson, Fier |
5C |
Catastrophes and the Demand for Life Insurance |
| Hanewald |
5D |
Mortality
Modeling: Lee-Carter and the Macroeconomy |
| Boyer, Stern |
6A |
Is
Corporate Governance Risk Valued? Evidence from Directors’ and Officers’
Insurance |
| Choi, Park, Ho |
6A |
Insurer Liquidity Creation: The Evidence from U.S. Property and
Liability Insurance Industry |
| Ma, Ren |
6B |
Do
Publicly-Traded Property-Casualty Insurers Cater to the Market? |
| Yang, Ai, Wen |
6B |
Stock
Market Reactions to the Federal Funds Rate Changes in the
Financials/Insurance Industry |
| Lachance |
6C |
Optimal
Onset and Exhaustion of Retirement Savings in a Life-Cycle Model |
| Christodoulakis,
Mamatzakis, Milidonis |
6C |
The
Dynamics of Insurance Underwriting Regimes in the UK: Evidence from
Panel VAR |
| Bauer, Bergmann,
Reuss |
6D |
Solvency II and Nested Simulations – a Least-Squares Monte Caro Approach |
| Hao |
6E |
Insurance and
Ownership Structure in India’s Corporate Sector |
| Jia, Adams, Buckle |
6E |
Discussion on the Business Performance of Life Insurance Industries in
Taiwan and China - Application of Metafrontier Model |
| Lei, Schimt |
6E |
Influences of Organizational Structure and Diversification on Medical
Malpractice Insurer Performance |
