JEL Classification G22
"Insurance; Insurance Companies"These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the G22 classification. (sorted by date) Compensation Incentives of Credit Rating Agencies and Predictability of Changes in Bond Ratings and Financial Strength Ratings
by Andreas Milidonis of University of Cyprus
(538K PDF) -- 48 pages -- September 26, 2012 Using the Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default
by Fabio Sigrist of ETH Zürich, and
Werner A. Stahel of ETH Zürich
(654K PDF) -- 39 pages -- May 30, 2012 Milidonis, Andreas, Konstantinos Stathopoulos, "Do US Insurance Firms Offer the 'Wrong' Incentives to Their Executives?", Journal of Risk and Insurance, Vol. 78, No. 3, (September 2011), pp. 643-672. Rethinking Risk Capital Allocation in a RORAC Framework
by Arne Buch of d-fine GmbH,
Gregor Dorfleitner, of University of Regensburg, and
Maximilian Wimmer of University of Regensburg
(403K PDF) -- 25 pages -- December 3, 2009 Can a Coherent Risk Measure be Too Subadditive?
by Jan Dhaene of the Catholic University of Leuven & University of Amsterdam,
Roger J.A. Laeven of the University of Amsterdam & Mercer Oliver Wyman,
Steven Vanduffel of the Catholic University of Leuven,
Grzegorz Darkiewicz of the Catholic University of Leuven, and
Marc J. Goovaerts of the Catholic University of Leuven & University of Amsterdam
(491K PDF) -- 22 pages -- June 2008 Default Risk, Bankruptcy Procedures and the Market Value of Life Insurance Liabilities
by An Chen of the University of Bonn, and
Michael Suchanecki of the University of Bonn
(1,409K PDF) -- 37 pages -- October 3, 2006 Allen, Franklin and Elena Carletti, " Credit Risk Transfer and Contagion", Journal of Monetary Economics, Vol. 53, No. 1, (January 2006), pp. 89-111. Informational Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices
by Edward Altman of New York University,
Amar Gande of Vanderbilt University, and
Anthony Saunders of New York University
(266K PDF) -- 45 pages -- December 2004 Credit Risk Transfer and Financial Sector Performance
by Wolf Wagner of Cambridge University, and
Ian Marsh of the City University of London
(199K PDF) -- 31 pages -- January 2004 Large Portfolio Losses
by Amir Dembo of Stanford University,
Jean-Dominique Deuschel Technische Universität Berlin, and
Darrell Duffie of Stanford University
(205K PDF) -- 14 pages -- January 2004 An Empirical Study of Credit Default Swaps
by Frank Skinner of the University of Reading, and
Antonio Díaz of the Universidad de Castilla - la Mancha
(233K PDF) -- 34 pages -- January 2003
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