Kazunori Nakajima, Shyamali C Dharmage, John B Carlin, Cathryn L Wharton, Mark A Jenkins, Graham G Giles, Michael J Abramson, E Haydn Walters, John L Hopper . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ...

∗We express our appreciation for the comments of seminar participants at Wharton-BEPP. The first author acknowledges the financial support of the National Science Foundation (SES-1148129).

Executive Summary g a methodological approach for Pricing Flood insurance and Evaluating Loss reduction measures: application to texas ii About the lead authors of this study (alphabetical order): Jeffrey Czajkowski serves in a dual role at the Wharton risk management and Decision Processes center as the travelers research Fellow and Willis re research Fellow. Prior to his position at the risk ...

Schoenlandella Cameron, 1905 is the second largest genus of Cardiochilinae. Most members are recorded from Old World, with a small number species in New World. Herein, World revised based on morphological data. This work entails description new species: S. montserratensis Kang, sp. nov. and potential lepidopteran host information associated bitter gourds Caribbean Island Montserrat. diaphaniae ...

Recent disasters and historical insurance payouts have triggered renewed interest in how firms manage their left-tail exposure. Using a unique dataset of fully described insurance policies purchased by large U.S. firms, we provide the first consistent estimates of premium elasticity of corporate demand for insurance for both catastrophe and noncatastrophe risks. We do so by combining this datas...

An extensive literature has examined the potential risk-sharing gains from international diversification by focusing on models and data based upon consumption relationships across countries. These consumption-based studies have largely ignored the implications of the models for asset pricing moments, leading to counterfactual asset pricing relationships such as low equity premia, high risk free...