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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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