Past Seminars

Sharon Tennyson, Cornell University

Friday, March 15, 2019, 3:00pm – 4:30pm
A621 Alter Hall


Margie Rosenberg, University of Wisconsin-Madison

Friday, February 22, 2019, 3:00pm – 4:30pm
A621 Alter Hall


James Hilliard, Northern Arizona University

Thursday, February 14, 2019, 12:15pm – 1:45pm
A621 Alter Hall


Kenny Wunder, University of Wisconsin-Madison

Friday, February 8, 2019, 3:00pm – 4:30pm
A621 Alter Hall


Giedre Lenciauskaite, University of Vienna

Thursday, February 7, 2019, 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

Download the paper


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

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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

Download the paper

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

Download the paper


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

Download the paper

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

Download the paper


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

Download the paper


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

Download the paper


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

Download the paper

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

Download the paper


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

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


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