Journal of Risk Finance: Volume 14 Issue 4

The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets

W. Jean Kwon

The purpose of this paper is to examine insurance regulation theories, regulatory agency structures and measures.

Solvency capital requirement for insurance products via dynamic cash flow matching under lattice models

Alfred Ka Chun Ma, Justina Yuen Ki Cheung

The purpose of this paper is to propose a framework based on cash flow matching for computing the Solvency Capital Requirement under Solvency II.

Multi‐year non‐life insurance risk

Dorothea Diers, Martin Eling, Christian Kraus, Marc Linde

The purpose of this paper is to present a simulation‐based approach for modeling multi‐year non‐life insurance risk in internal risk models. Strategic management in an insurance…

Firm size and risk taking in Malaysia's insurance industry

Tuan Hock Ng, Lee Lee Chong, Hishamuddin Ismail

The purpose of this paper is to provide insights on how a firm's size is related to risk taking of Malaysia's insurance companies, from 2000‐2010.

Research on lapse in life insurance: what has been done and what needs to be done?

Martin Eling, Michael Kochanski

The purpose of this paper is to review research on lapse in life insurance and to outline potential new areas of research in this field.

An innovative form of credit enhancement for securitized reverse mortgages: Finding paths of cross‐over points isolated from changes in interest and inflation rates

Carlos E. Ortiz, Charles A. Stone, Anne Zissu

One of the main risks to investors in securitized reverse mortgages is that the value of the reverse mortgage exceeds that of the property. The purpose of this paper is to develop…