Contents: Journal of Risk and Insurance 4/2016

• Published date: 01 December 2016
• Date: 01 December 2016
• DOI: http://doi.org/10.1111/jori.12123

CONTENTS

FEATURED ARTICLES

Pricing in the Primary Market for Cat Bonds: New Empirical Evidence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 811

Alexander Braun

Market Expectations Following Catastrophes: An Examination of Insurance Broker Returns . . . . . . . . . . . . . 849

Marc A. Ragin

Martin Halek

Managing Weather Risks: The Case of J. League Soccer Teams in Japan . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 877

Haruyoshi Ito

Jing Ai

Akihiko Ozawa

Net Contribution, Liquidity, and Optimal Pension Management . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 913

Changhui Choi

Bong-Gyu Jang

Changki Kim

Sang-youn Roh

Parameter Uncertainty and Residual Estimation Risk . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 949

Valeria Bignozzi

Andreas Tsanakas

On the Propensity to Surrender a Variable Annuity Contract: An Empirical Analysis of

Dynamic Policyholder Behavior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 979

Christian Knoller

Gunther Kraut

Pascal Schoenmaekers

Interactions Between Risk Taking, Capital, and Reinsurance for Property–Liability Insurance Firms . . . . . . . 1007

Selim Mankaï

Aymen Belgacem

807