Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
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50<br />
<strong>Compendium</strong> <strong>of</strong> <strong>Publications</strong> <strong>of</strong> <strong>The</strong> <strong>Geneva</strong> <strong>Association</strong><br />
Vol. 37 – No. 1 / March 2012<br />
� Risk Aversion, Downside Risk Aversion and Paying for Stochastic Improvements, by W Henry Chiu<br />
� Risk-sharing Contracts with Asymmetric Information, by Renaud Bourlès and Dominique Henriet<br />
� Corporate Management <strong>of</strong> Highly Dynamic Risks: Evidence from the Demand for Terrorism<br />
Insurance in Germany, by Christian Thomann, Razvan Pascalau and J.-Matthias Graf von der<br />
Schulenburg<br />
� Raising Capital in an Insurance Oligopoly Market, by Julien Hardelin and Sabine Lemoyne de Forges<br />
� Enhancing Insurer Value Using Reinsurance and Value-at-Risk Criterion, by Ken Seng Tan and<br />
Chengguo Weng<br />
Vol. 36 – No. 1 / June 2011<br />
� Conversion and Efficiency Performance Changes: Evidence from the U.S. Property-Liability<br />
Insurance Industry, by Lih-Ru Chen, Gene C Lai and Jennifer L Wang<br />
� Surety Bonds with Fair and Unfair Pricing, by Achim Wambach and Andreas R Engel<br />
� Impacts <strong>of</strong> Jumps and Stochastic Interest Rates on the Fair Costs <strong>of</strong> Guaranteed Minimum Death<br />
Benefit Contracts, by François Quittard-Pinon and Rivo Randrianarivony<br />
� Weather Risk Hedging in the European Markets and International Investment Diversification, by<br />
Charles C Yang, Linda Shihong Li and Min-Ming Wen<br />
Vol. 35 – No. 2 / December 2010<br />
� Hidden Overconfidence and Advantageous Selection, by Rachel J. Huang, Yu-Jane Liu and Larry<br />
Y. Tzeng<br />
� Skewness Preference, Risk Taking and Expected Utility Maximisation, by W. Henry Chiu<br />
� Pension Fund Design under Long-term Fairness Constraints, by Esben Masotti Kryger<br />
� Wealth Effects on Self-insurance, by Kangoh Lee<br />
Vol. 35 – No. 1 / June 2010<br />
EGRIE KEYNOTE ADDRESS<br />
� Uncertainty in the <strong>The</strong>ory <strong>of</strong> Public Finance, by Agnar Sandmo<br />
ARTICLES<br />
� Incentive Effects <strong>of</strong> Community Rating in Insurance Markets: Evidence from Massachusetts<br />
Automobile Insurance, by Sharon Tennyson<br />
� Insurance Market Effects <strong>of</strong> Risk Management Metrics, by Carole Bernard and Weidong Tian<br />
� A Note on Risk Aversion, Prudence and Portfolio Insurance, by Philippe Bertrand and Jean-Luc<br />
Prigent<br />
Vol. 34 – No. 2 / December 2009<br />
EGRIE KEYNOTE ADDRESS<br />
� <strong>The</strong> Changing Role <strong>of</strong> Nominal Government Bonds in Asset Allocation (Keynote Address), by<br />
John Y. Campbell<br />
ARTICLES<br />
� Negligence, Ignorance and the Demand for Liability Insurance, by Vickie Bajtelsmit and Paul Thistle<br />
� Effects <strong>of</strong> Health and Longevity on Financial Risk Tolerance, by James K Hammitt, Kevin Haninger<br />
and Nicolas Treich<br />
� Optimal Insurance Under the Insurer’s VaR Constraint, by Chunyang Zhou and Chongfeng Wu<br />
Vol. 34 – No. 1 / June 2009<br />
� Empirical Evidence for Advantageous Selection in the Commercial Fire Insurance Market, by<br />
Kili C. Wang, Rachel J. Huang and Larry Y. Tzeng<br />
� Reinsurance Brokers and Advice Quality: Is <strong>The</strong>re a Need for Regulation?, by Sebastian Friese,<br />
Michael Sonnenholzner and J.-Matthias Graf v.d. Schulenburg<br />
� Bargaining Power and Efficiency in Insurance Contracts, by John Quiggin and Robert G.<br />
Chambers<br />
� <strong>The</strong> Role <strong>of</strong> Repetition and Observability in Deterring Insurance Fraud, by Michal Krawczyk
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