Insurance and risk management [Research Reviews]

Christopher Géczy, Bernadette A. Minton and Catherine Schrand (1997), 'Why Firms Use Currency Derivatives', Journal of Finance, LII 4, September, 1323-54 -- Michael Faulkender (2005), 'Hedging or Market Timing? Selecting the Interest Rate Exposure of Corporate Debt', Journal of F...

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Bibliographic Details
Main Author: Niehaus, Greg
Format: eBook
Language:English
Published: Cheltenham, UK Elgar Reference Collection 2008
Series:Business economics
Subjects:
Online Access:
Collection: Edward Elgar eBook Archive - Collection details see MPG.ReNa
Description
Summary:Christopher Géczy, Bernadette A. Minton and Catherine Schrand (1997), 'Why Firms Use Currency Derivatives', Journal of Finance, LII 4, September, 1323-54 -- Michael Faulkender (2005), 'Hedging or Market Timing? Selecting the Interest Rate Exposure of Corporate Debt', Journal of Finance, LX 2, April, 931-62 -- John R. Graham and Clifford W. Smith, Jr. (1999), 'Tax Incentives to Hedge', Journal of Finance, LIV 6, December, 2241-62 -- George Allayannis and James P. Weston (2001), 'The Use of Foreign Currency Derivatives and Firm Market Value', Review of Financial Studies, 14 1, Spring, 243-76 -- Peter Tufano (1996), 'Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry', Journal of Finance, LI 4, September, 1097-137 -- Yanbo Jin and Philippe Jorion (2006), 'Firm Value and Hedging: Evidence from U.S. Oil and Gas Producers', Journal of Finance, LXI 2, April, 893-919 --
John Cawley and Tomas Philipson (1999), 'An Empirical Examination of Information Barriers to Trade in Insurance', American Economic Review, 89 4, September, 827-46 -- Georges Dionne and Neil A. Doherty (1994), 'Adverse Selection, Commitment, and Renegotiation: Extension to and Evidence from Insurance Markets', Journal of Political Economy, 102 2, April, 209-35 -- Keith J. Crocker and Arthur Snow (1986), 'The Efficiency Effects of Categorical Discrimination in the Insurance Industry', Journal of Political Economy, 94 2, April, 321-44 -- Eric W. Bond and Keith J. Crocker (1991), 'Smoking, Skydiving, and Knitting: The Endogenous Categorization of Risks in Insurance Markets with Asymmetric Information', Journal of Political Economy, 99 1, February, 177-200 -- Michael Hoy and Michael Ruse (2005), 'Regulating Genetic Information in Insurance Markets', Risk Management and Insurance Review, 8 2, 211-37 --
Clifford W. Smith and René M. Stulz (1985), 'The Determinants of Firms' Hedging Policies', Journal of Financial and Quantitative Analysis, 20 4, December, 391-405 -- Kenneth A. Froot, David S. Scharfstein and Jeremy C. Stein (1993), 'Risk Management: Coordinating Corporate Investment and Financing Policies', Journal of Finance, XLVIII 5, December, 1629-58 -- Peter M. DeMarzo and Darrell Duffie (1995), 'Corporate Incentives for Hedging and Hedge Accounting', Review of Financial Studies, 8 3, Fall, 743-71 -- Gregory W. Brown and Klaus Bjerre Toft (2002), 'How Firms Should Hedge', Review of Financial Studies, 15 4, Fall, 1283-324 -- Frank Fehle and Sergey Tsyplakov (2005), 'Dynamic Risk Management: Theory and Evidence', Journal of Financial Economics, 78, 3-47 -- David Mayers and Clifford W. Smith, Jr. (1990), 'On the Corporate Demand for Insurance: Evidence from the Reinsurance Market', Journal of Business, 63 (1, Part 1), 19-40 --
Recommended readings (Machine generated): John M. Marshall (1974), 'Insurance Theory: Reserves versus Mutuality', Economic Inquiry, XII 4, December, 476-92 -- George Zanjani (2002), 'Pricing and Capital Allocation in Catastrophe Insurance', Journal of Financial Economics, 65, 283-305 -- Lawrence A. Berger, J. David Cummins and Sharon Tennyson (1992), 'Reinsurance and the Liability Insurance Crisis', Journal of Risk and Uncertainty, 5 3, 253-72 -- David Mayers and Clifford W. Smith Jr. (1988), 'Ownership Structure across Lines of Property-Casualty Insurance', Journal of Law and Economics, XXXI 2, October, 351-78 -- Bruce D. Smith and Michael Stutzer (1995), 'A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry', Review of Financial Studies, 8 2, Summer, 545-77 -- Alma Cohen (2005), 'Asymmetric Information and Learning: Evidence from the Automobile Insurance Market', Review of Economics and Statistics, LXXXVII 2, May, 197-207 --
There is a broad range of literature on the economics of insurance and risk management. This timely publication contains recent theoretical contributions to the economics of insurance and presents empirical tests and applications of the theory to many different insurance markets. It also offers important insights into the factors influencing corporate risk management decisions, and the theoretical underpinnings for why corporations with well-diversified shareholders would reduce risk. This two-volume set will be an essential resource to everyone with an interest in these important subjects
Ralph A. Winter (1994), 'The Dynamics of Competitive Insurance Markets', Journal of Financial Intermediation, 3 4, September, 379-415 -- J. David Cummins and Patricia M. Danzon (1997), 'Price, Financial Quality, and Capital Flows in Insurance Markets', Journal of Financial Intermediation, 6, 3-38 -- Scott E. Harrington and Patricia M. Danzon (1994), 'Price Cutting in Liability Insurance Markets', Journal of Business, 67 4, October, 511-38 -- Scott E. Harrington and Greg Niehaus (1998), 'Race, Redlining, and Automobile Insurance Prices', Journal of Business, 71 3, July, 439-69 -- J. David Cummins, Richard D. Phillips and Mary A. Weiss (2001), 'The Incentive Effects of No-Fault Automobile Insurance', Journal of Law and Economics, XLIV (2, Part 1), October, 427-64 -- Anthony J. Barkume and John W. Ruser (2001), 'Deregulating Property-Casualty Insurance Pricing: The Case of Workers' Compensation', Journal of Law and Economics, XLIV 1, April, 37-63 --
Kevin Dowd and David Blake (2006), 'After VaR: The Theory, Estimation, and Insurance Applications of Quantile-Based Risk Measures', Journal of Risk and Insurance, 73 2, 193-229 -- Joshua V. Rosenberg and Til Schuermann (2006), 'A General Approach to Integrated Risk Management with Skewed, Fat-Tailed Risks', Journal of Financial Economics, 79, 569-614 -- Scott E. Harrington, Greg Niehaus and Kenneth J. Risko (2002), 'Enterprise Risk Management: The Case of United Grain Growers', Journal of Applied Corporate Finance, 14 4, Winter, 71-81
John H. Cochrane (1995), 'Time-Consistent Health Insurance', Journal of Political Economy, 103 3, June, 445-73 -- David Mayers and Clifford W. Smith, Jr. (1982), 'On the Corporate Demand for Insurance', Journal of Business, 55 2, April, 281-96
Physical Description:2 v
ISBN:9781785366925