Kenny Wunder, University of Wisconsin-Madison
Friday, February 8, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Giedre Lenciauskaite, University of Vienna
Thursday, February 7, 2018, 12:15pm – 1:45pm
A621 Alter Hall
Gregory Niehaus, University of South Carolina
Friday, December 7, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Cyber Insurance Supply and Performance: An Analysis of the US Cyber Insurance Market
Xiaoying Xie, California State University, Fullerton
Friday, November 2, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Guaranteed Renewable Life Insurance Under Demand Uncertainty
Mike Hoy, University of Guelph
Friday, October 19, 2018, 3:00pm – 4:30pm
A621 Alter Hall
An Integrated Approach to Measuring Asset and Liability Risks in Financial Institutions
George Zanjani, University of Alabama
Friday, October 5, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Accounting Discretion and Regulation: Evidence from Health Insurers and the Affordable Care Act
Evan Eastman, Florida State University
Friday, September 7, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Derivatives Hedging, Risk Appetite, and Managerial Compensation Incentives in U.S. Property-Liability Insurance Companies
Gene Lai, University of North Carolina, Charlotte
Friday, April 6, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Predictive Modeling of Multivariate Longitudinal Insurance Claims Using Pair Copula Construction
Peng Shi, University of Wisconsin – Madison
Friday, March 23, 2018, 3:00pm – 4:30pm
A621 Alter Hall
Life Insurance and Life Settlement Markets with Overconfident Policyholders
Hanming Fang, University of Pennsylvania
Friday, September 22, 2017, 3:00pm – 4:30pm
A621 Alter Hall
Mortality Risk, Insurance, and the Value of Life
Darius Lakdawalla, University of Southern California
Friday, October 13 2017, 11:30am – 12:30pm
A621 Alter Hall
Enterprise Risk Management and Transparency: Evidence from Insider Trading
Rob Hoyt, University of Georgia
Friday, October 27, 2017, 3:00pm – 4:30pm
A621 Alter Hall
The Efficiency of Voluntary Risk Classification in Insurance Markets
Nan Zhu, Pennsylvania State University
Friday, December 1, 2017, 3:30pm – 5:00pm
A621 Alter Hall
Sinkholes and Residential Property Prices: Presence, Proximity, and Density
Randy Dumm, Florida State University
Friday, October 14 2016, 3:00pm – 4:30pm
A621 Alter Hall
Systemic Network Risk in a Generalized Event Study (GES) Model
Richard Butler, Brigham Young University
Friday, October 28, 2016, 3:00pm – 4:30pm
A621 Alter Hall
Catastrophe Aversion and Risk Equity under Dependent Risks
Carole Bernard, Grenoble Ecole de Management
Thursday, November 03, 2016, 3:30pm – 5:00pm
A621 Alter Hall
The Marginal Cost of Risk, Capital Allocation, and RAROC in a Multi-Period Model
Daniel Bauer, Georgia State University
Friday, November 11, 2016, 3:00pm – 4:30pm
A621 Alter Hall
Does National Flood Insurance Program Participation Induce Housing Development?
Mark J. Browne, St. John’s University
April 8th, 2016, 3:00pm – 4:40pm
A621 Alter Hall
Real Benefits to Tort Reform
Martin F Grace, Georgia State University
April 25th, 2016, 3:00 pm-4:40 pm
A621 Alter Hall
Loss Reserves and In-House Actuary Certification
Jiang Cheng, Shanghai University of Finance and Economics
Friday, September 11 at 11:00am-12:30pm
A621 Alter Hall
The Effect of Disclosure on Demand for High-Load Insurance
Marc Ragin, Temple University
Friday, October 9 at 2:00pm-3:30pm
A621 Alter Hall
Semi-Coherent Multi-Population Mortality Modeling: The Impact on Longevity Risk Securitization
Johnny Li, University of Waterloo
Friday, October 16 at 2:00pm-3:30pm
Alter 748
Systemic risk in insurance
Felix Irresberger, Technische Universität Dortmund
Wednesday, November 4 at 2:30pm-4pm
A621 Alter Hall
Investment Herding by Life Insurers
Greg Niehaus, University of South Carolina
Friday, November 13 at 2:00pm-3:30pm
A621 Alter Hall
Pension De-Risking: Buy-ins and Buy-outs
Tianxiang Shi, University of Nebraska
Wednesday, December 2 at 1:30pm-3:00pm
Alter Hall A621
Optimal Financial Literacy, Wealth Inequality, and Program Evaluation
Olivia Mitchell, University of Pennsylvania
Friday, December 4 at 2:00pm-3:30pm
A621 Alter Hall
Enterprise Risk Management and the Cost of Capital
Jianren Xu, California State University – Fullerton
Wednesday, December 9 at 1:30pm-3:00pm
A621 Alter Hall
Lapse-and-Reentry in Variable Annuities
Thorsten Moenig, University of St. Thomas
Thursday, December 10 at 1:30pm-3:00pm
Alter Hall 604C
Ambiguity Aversion and Wealth Effects on Demand for Insurance
Arthur Snow – University of Georgia
Friday, March 20 from 3:00-4:30 in 621 Alter Hall, Samsung Room
Default risk and interconnectedness in the US financial sector:
Is financial institutions’ default risk systemic or systematic?
Jannes Rauch – University of Cologne
Friday, January 23 from 3:00-4:30 in the Samsung Room
Natural Disasters, Credit Supply, and Insurance
Benjamin Collier, University of Pennsylvania
Friday, September 12th, 2014 at 3:00pm-4:30pm
621 Alter Hall – Samsung Conference Room
Natural Disasters, Credit Supply, and Insurance
Best Practices for Regulating Property Insurance Premiums and Managing Natural Catastrophe Risk in the United States
Patricia Born, Florida State University
Monday, October 6th, 2014
621 Alter Hall – Samsung Conference Room
3:00pm-4:30pm
TBD
Does One Size Fit All? Determinants of Insurer Capital Structure Around the Globe
Muhammed Altuntas, University of Cologne
Friday, October 10th, 2014
621 Alter Hall – Samsung Conference Room
1:30pm-3:00pm
Does One Size Fit All? Determinants of Insurer Capital Structure Around the Globe
Enterprise Risk Management and Diversification Effects
Jing Ai, University of Hawaii at Manoa
Friday, October 31st, 2014
621 Alter Hall – Samsung Conference Room
1:30pm-3:00pm
Enterprise Risk Management and Diversification Effects
Enterprise Risk Management and the Cost of Capital
Thomas Berry-Stoelzle, University of Georgia
Friday, November 14th, 2014
621 Alter Hall – Samsung Conference Room
1:30pm-3:00pm
Enterprise Risk Management and the Cost of Capital
Micro-Level Loss Reserving Model with Applications in Workers Compensation Insurance
Xiaoli Jin – University of Wisconsin-Madison
Friday, February 7th, 2014 at 3:00pm-4:30pm
Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns
Marc Ragin – University of Wisconsin, Madison
Friday, February 28th, 2014 at 3:00pm-4:30pm
233 Alter Hall
Changes in Risk and Kinked Payoffs: The Case of Initial Public Offerings With Bankruptcy Risk
Paul Thistle – University of Nevada, Las Vegas
Friday, March 14th, 2014 at 3:00pm-4:30pm
Optimum Mix across Financial and Reinsurance Markets: the Case of Catastrophe Bonds
Jack Chang – California State University, Los Angels
Friday, April 4th, 2014 at 3:00pm-4:30pm
Extreme Value Analysis of the Haezendonck–Goovaerts Risk Measure with a General Young Function
Fan Yang – Drake University
Thursday, April 10th, 2014 at 3:30pm-5:00pm
Download the paper as a pdf.
Do Elections Delay Regulatory Action?
Martin F. Grace – Georgia State University
Friday, April 11th, 2014 at 3:00pm-4:30pm
Recent Advances on Risk Measure Approach to Optimal Reinsurance
Ken Seng Tan – University of Waterloo
Friday, April 18th, 2014 at 3:00pm-4:30pm
Reinsurance Networks and Their Impact on Reinsurance Decisions: Theory and Empirical Evidence
Yijia Lin – University of Nebraska – Lincoln
Friday, October 18th, 2013 at 1:30pm-3:00pm
Demand Reactions in the Aftermath of Catastrophes and the Need for Behavioral Approaches
Patricia Born – Florida State University
Friday, October 29th, 2013 at 10:30am-12:00pm
Endogenous Entry in Drug Markets
Brett Wendling – Federal Trade Commission
Friday, November 8th, 2013 at 1:30pm-3:00pm
Individual Heterogeneity in Decision-Making Under Risk
Lisa Posey – Pennsylvania State University
Friday, November 15th, 2013 at 1:30pm-3:00pm
The Impact of Electronic Medical Record Systems on Physician Productivity
Chad Meyerhoefer – Lehigh University
Friday, November 22th, 2013 at 1:30pm-3:00pm
Hedge Fund Return and Volatility Patterns
Elyas Elyasiani – Temple University
Friday, February 15th, 2013 at 3:00pm-4:30pm
Endogenous Information and Adverse Selection under Loss Prevention
Andreas Richter – Ludwig-Max
EndogenousEntry_Brett_Wendlingimilians-University
Friday, February 22th, 2013 at 3:00pm-4:30pm
Does Reducing ‘Underwaterness’ Prevent Mortgage Default? Evidence from HAMP PRA
Stephen Shore – Georgia State University
Friday, April 5th, 2013 at 3:00pm-4:30pm
A Note on the Delta-Hedging Strategy for Variable Annuities
Liang Hong – Bradley University
Friday, September 14th, 2012 at 2:00pm-3:30pm
Insurance Ratemaking and a Gini Index
Edward Frees – University of Wisconsin
Friday, September 21, 2012 at 2:00pm-3:30pm
The Relationship between the Markets for Health Insurance and Medical Malpractice Insurance
J. Bradley Karl – Florida State University
Friday, October 26, 2012 at 1:30pm-3:00pm
Equilibrium and Welfare in Insurance Markets with Time-Inconsistent Consumers
Jing Ai – University of Hawaii at Manoa
Friday, November 2, 2012 at 2:00pm-3:30pm
Insurer Information, Insiders and Initial Public Offering
Martin Boyer – HEC Montreal
Friday, November 16, 2012 at 2:00pm-3:30pm
Multivariate Negative Binomial Models for Insurance Claim Counts
Emiliano Valdez – University of Connecticut
Friday, November 30, 2012 at 2:00pm-3:30pm
Market Structure, Efficiency, and Performance in the European Property-Liability Insurance Industry
Sabine Wende
Tuesday May 8, 2012 at 3pm-4:30pm
621 Alter Hall, Samsung Room
Beyond Risk Aversion: Higher-Order Risk Attitudes
Harris Schlesinger – University of Alabama
Friday, January 20th at 2:30pm-4:00pm
621 Alter Hall, Samsung Room
Do Consumers Respond to Publicly Reported Quality Information? Evidence from Nursing Homes
Rachel Werner – University of Pennsylvania
Friday, February 10th at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
External Monitor Quality and Managerial Discretion
J. Tyler Leverty – University of Iowa
Friday, February 17th at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Board Structure and Firm Performance: Evidence from the US Property-Liability Insurance Industry
Enya He – University of North Texas
Thursday, February 29th at 10:30am-12:00pm
621 Alter Hall, Samsung Room
Accident Forgiveness in the Automobile Insurance Contract
Fan Liu – Georgia State University
Friday, February 24th at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Valuing Equity-Linked Death Benefits: Option Pricing Without Tears
Elias S. W. Shiu – University of Iowa
Friday, March 16th at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Hospital Choices, Hospital Prices and Financial Incentives to Physicians
Kate Ho – Columbia University
Friday, March 30th at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
On the Relationship between the Markets for Health Insurance and Medical Malpractice Insurance.
Patricia Born – Florida State University
Friday, April 13th at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Global Pharmaceutical Patent Protection in Practice
Ernst R. Berndt – MIT Sloan School of Management
Friday, September 9 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks
Shaun Wang – Georgia State University
Friday, September 23 at 2:00pm-3:30pm
621 Alter Hall, Samsung Room
Broken Hearts and Common Lifestyles: Modeling Joint Life Mortality
Mary Hardy – University of Waterloo
Friday, October 7 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Incentives of Insurance Salespersons from Future Renewal Commissions
Thomas Berry-Stoelzle – University of Georgia
Friday, October 14 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Value-based Purchasing of Health Benefits
Neil Goldfarb – Greater Philadelphia Business Coalition on Health
Friday, October 28 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Do consumers respond to publicly reported quality information? Evidence from nursing homes
Rachel Werner – University of Pennsylvania
Friday, November 11 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
On the Relationship between the Markets for Health Insurance and Medical Malpractice Insurance.
Patricia Born – Florida State University
Friday, December 2 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
One-Sided Commitment in Dynamic Insurance Contracts: Evidence from Private Health Insurance in Germany
Mark Browne – University of Wisconsin – Madison
Friday, February 4 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Fraud Classification Using Principal Component Analysis of RIDITs
Richard Derrig – Opal Consulting
Friday, February 18 at 1:30pm-3:00pm
318 Speakman, Carzo Conference Room
Hospital Quality: A PRIDIT Approach
Robert Lieberthal – Thomas Jefferson University
How Much Liquidity Insurance Can Lines of Credit Provide?
Connie Mao – Temple University
Friday, February 25 at 1:30pm-3:00pm
405 Alter Hall
Cross-National Evidence on Generic Pharmaceuticals: Pharmacy vs. Physician Driven Markets
Patricia Danzon – University of Pennsylvania
Friday, March 18 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
The Opaqueness of Structured Bonds: Evidence from the U.S. Insurance Industry
Sojung Park – California State University, Fullerton
Friday, March 25 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Provider Responses to a Global Budget System: The Case of Drug Expenditures in Taiwan Hospitals.
Shin-Yi Chou – Lehigh University
Friday, April 8 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
U.S. Property-Casualty: Underwriting Cycle Modeling and Risk Benchmarks
Shaun Wang – Georgia State University
Friday, April 22 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Broken Hearts and Common Lifestyles: Modeling Joint Life Mortality
Mary Hardy – University of Waterloo
Friday, April 29 at 1:30pm-3:00pm
621 Alter Hall, Samsung Room
Moral Hazard and Benefits Consumption Capital in Program Overlap: The Case of Workers’ Compensation
Richard Butler, Brigham Young University, Utah
Friday, September 10 at 2:00pm – 3:30pm
332 Alter Hall
Franchise Value and Firm Profitability: The Case of the Property-Liability Insurance Industry
Tong Yu, University of Rhode Island
Friday, September 24 at 2:00pm – 3:30pm
318 Speakman Hall
Cross-Industry Product Diversification: The Case of Bank-Insurance Takeovers
Elyas Elyasiani, Temple University
Friday, October 8 at 2:00pm – 3:30pm
621 Alter Hall
The Value of Investing in Enterprise Risk Management
Richard Phillips, Georgia State University
Friday, October 22 at 1:30pm – 3:00pm
318 Speakman Hall
Analysis of Hospital Inefficiency: Past Results and Future Challenges
Michael Rosko, Widener University
Friday, November 5 at 2:00pm – 3:30pm
318 Speakman Hall
The Insurance Industry and Systematic Risk: Evidence and Discussion
Martin Grace, Georgia State University
Friday, November 19 at 2:00pm – 3:30pm
318 Speakman Hall
The Impact of Firearm Deaths on Life Expectancies in the U.S.
Jean Lemaire, University of Pennsylvania
Friday, December 3 at 2:30pm – 4:00pm
318 Speakman Hall
Incentive Mechanisms for Safe Driving: A Comparative Analysis with Dynamic Data
Georges Dionne, HEC Montreal, Canada
Thursday, March 04 at 11:00am – 12:30pm
621 Alter Hall, Samsung Room
An Offer You Can’t Refuse: Who Uses Cigarette Price Discounts?
Andrew Sfekas, Northwestern University
Tuesday, March 16 at 10:00am – 11:30pm
621 Alter Hall, Samsung Room
Capping Risk Adjustment?
Peter Zweifel, University of Zurich
Thursday, March 18 at 11:00am – 12:30pm
621 Alter Hall, Samsung Room
The Financial Crisis, Systemic Risk, and the Future of Insurance Regulation
Scott Harrington, University of Pennsylvania
Friday, March 26 at 1:00pm – 2:30pm
621 Alter Hall, Samsung Room
Are Publicly Held Firms Less Efficient? Evidence from the US Property-Liability Insurance Industry
Xiaoying Xie, California State University, Fullerton
Thursday, April 01 at 11:00am – 12:30pm
621 Alter Hall, Samsung Room
Information Effect of Entry into Credit Ratings Market: The Case of Insurers’ Ratings
Anastasia Kartasheva, University of Pennsylvania
Thursday, April 15 at 11:00am – 12:30pm
621 Alter Hall, Samsung Room
Improving Skewness of Mean-Variance Portfolios
Samuel H. Cox, University of Manitoba
Friday, April 30 at 1:00pm – 2:30pm
621 Alter Hall, Samsung Room
Heavy-Tailed Insurance Losses: Origins, Asymptotics, and ‘Risk’
Michael R. Powers, Temple University
Sep. 10 at 1:30pm – 3:00pm
A621 Alter Hall, Samsung Room
Optimal Liability Allocation under Mortality Parameter Uncertainty: The Conditional Value-at-Risk Approach
Jennifer Wang, National Chengchi University, Taiwan
Sep. 28 at 1:30pm – 3:00pm
A404 Alter Hall
An Analysis of Automobile Insurance Choice in Pennsylvania
Laureen Regan, Temple University
Oct. 8 at 2:15pm – 3:30pm
A621 Alter Hall, Samsung Room
Bargaining in the Shadow of the Law: The Impact of Bad Faith Liability on Automobile Insurance Settlements
Sharon Tennyson, Cornell University
Oct. 22 at 1:30pm – 3:00pm
A621 Alter Hall, Samsung Room
Employment Status and Health Behaviors: An Individual-Level Longitudinal Analysis
Eric Keuffel, the Wharton School, University of Pennsylvania
Oct. 30 at 1:30pm-3:00pm
A621 Alter Hall, Samsung Room
Organizational Form and Asymmetric Competition: The Dynamics of Surgery Center and Hospital Exit
Michael G. Housman, The Wharton School, University of Pennsylvania
Nov. 12 at 1:45pm-3:00pm
A621 Alter Hall, Samsung Room
Consumption, population, and the cross-section of stock returns
Tzu Ling Lin, National Taiwan University, Taiwan
Nov. 19 at 1:30pm-3:00pm
A405 Alter Hall
Bankruptcy in the Core and Periphery of Financial Groups: The Case of the Property-Casualty Insurance Industry
George Zanjani, George State University
Dec. 3 at 1:30pm – 3:00pm
A621 Alter Hall, Samsung Room
On the Determination of Capital Charges in a Discounted Cash Flow Models.
Eric Ulm, Georgia Sate University
Jan. 29 at 11:40a-1:00p
A621 Alter Hall
Catastrophe Risk Financing in Developing Countries: Principles for Public Intervention
Olivier Mahul, World Bank
Feb. 12 at 11:40a-1:00p
A621 Alter Hall
A Non-Parametric Extreme-Value-Theory Analysis of Asian Stock Market Linkages, 1995 – 2008
Tom Fomby, Southern Methodist University
Mar. 05 at 11:40a-1:00p
A621 Alter Hall
Creditor Mandated Purchases of Corporate Insurance
Greg Nini, The Wharton School
Mar. 19 at 11:40a-1:00p
A621 Alter Hall
Developed and Developing Countries and the Decision to Internationalize: An Expansion of the Eclectic Paradigm Applied to the U.S. Reinsurance Industry
Kathleen McCullough, Florida State University
Apr. 02 at 11:40a-1:00p
A405 Alter Hall
Catastrophes and the Demand for Life Insurance
Jim Carson, Florida State University
Apr. 16 at 11:40a-1:00p
A621 Alter Hall
By Force of Nature: Explaining the Yield Spread on Catastrophe Bonds
Stephan Dieckmann, the Wharton School
Apr. 30 at 11:40a-1:00p
A621 Alter Hall