Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Vol. 33 – No. 2 / December 2008<br />
<strong>The</strong> <strong>Geneva</strong> Risk and Insurance Review<br />
� First-Order Mortality Basis for Life Annuities, by Michel Denuit and Esther Frostig<br />
� Which Price is Right: Load or Premium?, by Rexford E. Santerre<br />
� Fair Valuation <strong>of</strong> Participating Life Insurance Contracts with Jump Risk, by Olivier Le Courtois<br />
and François Quittard-Pinon<br />
� Background Risk and the Performance <strong>of</strong> Insurance Markets under Adverse Selection, by Keith<br />
J. Crocker and Arthur Snow<br />
Vol. 33 – No. 1 / June 2008<br />
EGRIE KEYNOTE ADDRESS<br />
� On Optimal Insurance in the Presence <strong>of</strong> Moral Hazard, by Edi Karni<br />
ARTICLES<br />
� Intergenerational Effects <strong>of</strong> Guaranteed Pension Contracts, by Trond M. Døskeland and Helge A.<br />
Nordahl<br />
� <strong>The</strong> Effect <strong>of</strong> Pre-Commitment and Past-Experience on Insurance Choices: An Experimental<br />
Study, by Thomas Papon<br />
Vol. 32 – No. 2 / December 2007<br />
� <strong>The</strong> Optimal Asset Allocation <strong>of</strong> the Main Types <strong>of</strong> Pension Funds: A Unified Framework,<br />
by Katarzyna Romaniuk<br />
� Insurer’s Insolvency Risk and Tax Deductions for the Individual’s Net Losses, by Rachel J.<br />
Huang and Larry Y. Tzeng<br />
� Screening Equilibria in Experimental Markets, by Lisa L. Posey and Abdullah Yavas<br />
� On Tail Value-at-Risk for Sums <strong>of</strong> Non-independent Random Variables with a Generalized<br />
Pareto Distribution, by Antonella Campana<br />
Vol. 32 – No. 1 / June 2007<br />
� Overconfidence and Trading Volume, by Markus Glaser and Martin Weber<br />
� Adverse Selection and the Market for Annuities, by Oded Palmon and Avia Spivak<br />
� On the Role <strong>of</strong> Market Insurance in a Dynamic Model, by Helge Braun and Winfried Koeniger<br />
� Internalizing Externalities <strong>of</strong> Loss Prevention through Insurance Monopoly: An Analysis <strong>of</strong><br />
Interdependent Risks, by Annette H<strong>of</strong>mann<br />
Vol. 31 – No. 2 / December 2006<br />
� Aggregating Risk Capital, with an application to Operational Risk, by Paul Embrechts and<br />
Giovanni Puccetti<br />
� Optimal Insurance Contract under a Value-at-Risk Constraint, by Hung-Hsi Huang<br />
� Adverse Selection in the Annuity Market with Sequential and Simultaneous Insurance Demand,<br />
by Johann K. Brunner and Susanne Pech<br />
Vol. 31 – No. 1 / July 2006<br />
� Optimal Insurance Contracts without the Non-negativity Constraint on Indemnities: Revisited,<br />
by Michael Breuer<br />
� <strong>The</strong> Design <strong>of</strong> an Optimal Insurance Contract for Irreplaceable Commodities,<br />
by Rachel J. Huang and Larry Y. Tzeng<br />
� Underwriting Pr<strong>of</strong>it Margin <strong>of</strong> P/L Insurance in the fuzzy-ICAPM, by Li-Hua Lai<br />
� A Note on Risk Aversion and Herd Behavior in Financial Markets, by Jean-Paul Decamps and<br />
Stefano Lovo<br />
� Analysis <strong>of</strong> Embedded Options in Individual Pension Schemes in Germany, by Alexander King,<br />
Jochen Russ and Hato Schmeiser<br />
� Optimal Financial Crises: A Note on Allen and Gale, by François Marini<br />
Vol. 30 – No. 2 / December 2005<br />
� Uncertainty and the Cost <strong>of</strong> Reversal, by Giovanni Immordino<br />
� A Study <strong>of</strong> Mutual Insurance for Bank Deposits, by Carole Bernard, Olivier Le Courtois and<br />
François Quittard-Pinon<br />
51
Change language