Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
Compendium of Publications - The Geneva Association
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� Securitisation and Tranching Longevity and House Price Risk for Reverse Mortgage Products, by<br />
Sharon S Yang<br />
� A Quantitative Comparison <strong>of</strong> the Lee-Carter Model under Different Types <strong>of</strong> Non-Gaussian<br />
Innovations, by Chou-Wen Wang, Hong-Chih Huang and I-Chien Liu<br />
� Using Reverse Mortgages to Hedge Longevity and Financial Risks for Life Insurers: A Generalised<br />
Immunisation Approach, by Jennifer L Wang, Ming-hua Hsieh and Yu-fen Chiu<br />
� A Study <strong>of</strong> Incidence Experience for Taiwan Life Insurance, by Ching-Syang Jack Yue and Hong-<br />
Chih Huang<br />
Vol. 36, No. 3 / July 2011<br />
� Editorial—Rules <strong>of</strong> Engagement: Global Regulatory Reforms and the Insurance Industry, by<br />
Patrick M Liedtke<br />
INSURANCE AND REGULATION<br />
� Risk Management and the Global Banking Crisis: Lessons for Insurance Solvency Regulation, by<br />
Simon Ashby<br />
� <strong>The</strong> Interplay between Insurers’ Financial and Asset Risks during the Crisis <strong>of</strong> 2007–2009, by Etti<br />
Baran<strong>of</strong>f and Thomas W Sager<br />
� Investigating Risk Disclosure Practices in the European Insurance Industry, by Dirk Höring and<br />
Helmut Gründl<br />
OTHER RISK AND INSURANCE ISSUES<br />
� Implementation <strong>of</strong> Enterprise Risk Management: Evidence from the German Property-Liability<br />
Insurance Industry, by Muhammed Altuntas, Thomas R Berry-Stölzle and Robert E Hoyt<br />
� Career Interruptions: How Do <strong>The</strong>y Impact Pension Rights?, by Najat El Mekkaoui de Freitas,<br />
Cindy Duc, Karine Briard, Sabine Mage and Bérangère Legendre<br />
� Stochastic Mortality, Macroeconomic Risks and Life Insurer Solvency, by Katja Hanewald, Thomas<br />
Post and Helmut Gründl<br />
SPECIAL CONTRIBUTION<br />
� <strong>The</strong> <strong>Geneva</strong> Risk and Insurance Review 2010: We Have Learned Much Since Willett and Knight,<br />
by Jean-François Outreville<br />
Vol. 36, No. 2 / April 2011<br />
� <strong>The</strong> Productivity <strong>of</strong> European Life Insurers: Best-Practice Adoption vs. Innovation, by Fabio<br />
Bertoni and Annalisa Croce<br />
� What Motivates Insurers to Use Derivatives: Evidence from the United Kingdom Life Insurance<br />
Industry, by Yung-Ming Shiu<br />
� Demutualisation, Control and Efficiency in the U.S. Life Insurance Industry, by Xiaoying Xie, Weili<br />
Lu, Joseph Reising and Mark Hoven Stohs<br />
� Risk Margin Estimation through the Cost <strong>of</strong> Capital Approach: Some Conceptual Issues, by Alberto<br />
Floreani<br />
� A Traffic Light Approach to Solvency Measurement <strong>of</strong> Swiss Occupational Pension Funds, by<br />
Alexander Braun, Przemysaw Rymaszewski and Hato Schmeiser<br />
� Value Relevance <strong>of</strong> Embedded Value and IFRS 4 Insurance Contracts, by Rebecca Chung-Fern<br />
Wu and Audrey Wen-Hsin Hsu<br />
� Assessing Adequacy <strong>of</strong> Retirement Income for U.S. Households: A Replacement Ratio Approach,<br />
by Yoonkyung Yuh<br />
Vol. 36, No. 1 / January 2011<br />
<strong>The</strong> <strong>Geneva</strong> Papers on Risk and Insurance—Issues and Practice<br />
OPERATIONAL ISSUES IN INSURANCE<br />
� On the Valuation <strong>of</strong> Investment Guarantees in Unit-linked Life Insurance: A Customer Perspective,<br />
by Nadine Gatzert, Carin Huber and Hato Schmeiser<br />
� Liability-Driven Investing for Life Insurers, by David van Bragt and Dirk-Jan Kort<br />
� Corporate, Product and Distribution Strategies in the European Life Insurance Industry, by Paul<br />
J.M. Klumpes and Stefan Schuermann<br />
� A Comparison <strong>of</strong> Bancassurance and Traditional Insurer Sales Channels, by Pang-Ru Chang, Jin-<br />
Lung Peng and Chiang Ku Fan<br />
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