Introduction to Modern Insurance
- Koijen and Yogo (2021), The Evolution from Life Insurance to Financial Engineering
Risks in the Insurance Sector
- Koijen and Yogo (2017), Risk of Life Insurers: Recent Trends and Transmission Mechanisms
- Koijen and Yogo (2022), Global Life Insurers during a Low Interest Rate Environment
- Acharya, Philippon, and Richardson (2017), Measuring Systemic Risk for Insurance Companies
- Hartley, Paulson, and Rosen (2017), Measuring Interest Rate Risk in the Life Insurance Sector: The U.S. and the U.K.
- Sen (2019), Regulatory Limits to Risk Management
Insurance Pricing
- Koijen and Yogo (2015), The Cost of Financial Frictions for Life Insurers
- Ge (2022), Internal Capital Markets and Product Pricing: Evidence from Weather and Life Insurance Premiums
Modeling Supply
- Koijen and Yogo (2022), The Fragility of Market Risk Insurance
Modeling Demand
- Egan, Ge, and Tang (2022), Conflicting Interests and the Effect of Fiduciary Duty: Evidence from Variable Annuities
- Hombert and Lyonnet (2022), Can Risk Be Shared across Investor Cohorts? Evidence from a Popular Savings Product
- Nevo (2004), A Practitioner’s Guide to Estimation of Random‐Coefficients Logit Models of Demand
Reinsurance
- Koijen and Yogo (2016), Shadow Insurance
- Froot and O’Connell (1999), The Pricing of U.S. Catastrophe Reinsurance
- Froot (2001), The Market for Catastrophe Risk: A Clinical Examination
Portfolio Choice and Asset Pricing
- Koijen and Yogo (2023), Understanding the Ownership Structure of Corporate Bonds
- Ellul, Jotikasthira, Lundblad, and Wang (2015), Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading
- Ellul, Jotikasthira, Kartasheva, Lundblad, and Wagner (2022), Insurers as Asset Managers and Systemic Risk
Research Topics
- Koijen and Yogo (2022), New Perspectives on Insurance