...°×2.5° cells. Figure 5 shows the 2.5°×2.5° grid including the origination points of all the landfalling and non‐landfalling hurricanes from 1940 to 2010. United States of America Hurricanes Risk analysis Modelling US landfall probability Atlantic hurricane origination Spatial analysis Long...

.... © Emerald Group Publishing Limited 2012 United States of America Hurricanes Insurance companies Risk analysis Catastrophe modeling Average annual loss Return period Bootstrap method Insured loss T‐test analysis Landfalling hurricanes generate enormous financial losses...

... behaviour of the macroeconomic and financial time series using the testing procedure proposed by Robinson. Dorina Lazar can be contacted at: dorina.lazar@econ.ubbcluj.ro © Emerald Group Publishing Limited 2012 United States of America Insurance Time series analysis Insurance premiums...

... data to avoid the problem of non‐synchronous infrequent trading (Hung and Cheung, 1995 ; Ibrahim, 2005). United States of America Futures markets Portfolio investment Subprime crisis Stock index futures markets Market integration Portfolio diversification According to Dungey et...

... Publishing Limited 2011 Vietnam United States of America Macroeconomics Stock markets Stock returns Spillover effects US macroeconomic news Stocks dived, led by the Nikkei 225 Stock Average's biggest drop in three months, after US incomes grew slower than forecast[…] Asia stocks...

... in Table I . Alex Fayman can be contacted at: afayman@uca.edu © Emerald Group Publishing Limited 2011 United States of America Banks Payments Risk management Risk management is one of main business activities of commercial banks (Saunders and Cornett, 2006). Credit risk...

... Emerald Group Publishing Limited 2010 Portfolio investment Financial risk Risk management Terrorism United States of America The purpose of this paper is to examine the performance of safety‐first principles in portfolio construction during the catastrophic events surrounding...

... Q_w^* is the optimal strike level. Charles C. Yang can be contacted at: cyang1@fau.edu © Emerald Group Publishing Limited 2009 Derivative markets Hedging Risk analysis Energy industry United States of America Weather derivatives emerged following the deregulation...

... rates United States of America Changes in mortgage rates can significantly affect the residential real estate market, which is a considerable part of the US economy. As such, mortgage rates continue to be an active research topic of interest since variability in mortgage rates represents...

... Emerald Group Publishing Limited 2009 – Insurance Regulation United States of America The second pitch was a wide curveball breaking at just the last moment. Convinced, it would be outside the zone, the batter passively took “strike two.” In mid‐September 2008, the US Federal Reserve...

.... There was, however, an alternative. Check‐Teck Foo can be contacted at: mctfoo@ntu.edu.sg © Emerald Group Publishing Limited 2008 Financial risk Return on investment International finance Financial management Artificial intelligence United States of America At that time, even he as Fed...

... Reinsurance Risk analysis United States of America The super‐outbreaks observed during the past seven years have generated loss levels that, when aggregated on an annual basis, can be comparable or greater than the loss levels estimated for tropical cyclones. The combination of losses due to tornado...

... collections are not reinvested but are paid out to the investors. The payments are typically equally distributed over one year. Hatice Uzun ican be contacted at: Hatice.Uzun@liu.edu Securities Banks Capital Arbitrage United States of America Securitization – the transformation...

... economies might be able to reduce the negative impact of LOF. Therefore, the conventional phrase, “look before you leap” would be apt for insurers planning acquisitions in overseas markets. Acquisitions and mergers Insurance companies Shareholder value analysis United States of America...

.... © Emerald Group Publishing Limited 2006 Underwriting Property Insurance Switzerland Germany United States of America Japan Underwriting cycles have been studied by regulators, consumer groups, academics, and insurers in order to set appropriate premiums and mitigate...

...‐based solutions to insurance companies. Derivative markets Insurance companies Regulation Accounting Risk management United States of America By far the most significant event in finance during the past decades has been the extraordinary development and expansion of financial derivatives...