Embedded Files
(with Ralph S.J. Koijen)
Princeton, NJ: Princeton University Press, April 2023.
Order at Amazon or Princeton University Press
Website with teaching notes and other resources
New Perspectives on Insurance (with Ralph S.J. Koijen)
Review of Financial Studies, December 2022, 35(12): 5275–5286.
Introduction to a special issue on insurance
Global Life Insurers during a Low Interest Rate Environment (with Ralph S.J. Koijen)
AEA Papers and Proceedings, May 2022, 112: 503–508.
American Economic Association | PDF file | Replication files
The Fragility of Market Risk Insurance (with Ralph S.J. Koijen)
Journal of Finance, April 2022, 77(2): 815–862.
The Evolution from Life Insurance to Financial Engineering (with Ralph S.J. Koijen)
Geneva Risk and Insurance Review, September 2021, 46: 89–111.
Invited paper for the Geneva Risk Economics Lecture
Risk of Life Insurers: Recent Trends and Transmission Mechanisms (with Ralph S.J. Koijen)
The Economics, Regulation, and Systemic Risk of Insurance Markets, edited by Felix Hufeld, Ralph S.J. Koijen, and Christian Thimann, Oxford: Oxford University Press, 2017, chapter 4, 79–99.
Shadow Insurance (with Ralph S.J. Koijen)
Econometrica, May 2016, 84(3): 1265–1287.
The Cost of Financial Frictions for Life Insurers (with Ralph S.J. Koijen)
American Economic Review, January 2015, 105(1): 445–475.
American Economic Association | PDF file | Replication files
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