Keyword: insurance

Found 104 papers in total
Precautionary Effort: Another Trait for Prudence
2015,
This article shows that, in the temporal model of Eeckhoudt, Huang, and Tzeng (),...
The Pension Option in Labor Insurance and Its Effect on Household Saving and Consumption: Evidence From Taiwan
2015,
Starting in 2009, the Labor Insurance (LI) program in Taiwan has allowed workers to...
Heterogeneous Beliefs and the Demand for D&O Insurance by Listed Companies
2015,
This article introduces a new rationale for the existence of ‘directors’...
The Capitalization of Insurance Premiums in House Prices
2015,
This study uses Miami‐Dade County, Florida home sales, and Citizens Property...
An Extreme Value Approach for Modeling Operational Risk Losses Depending on Covariates
2016,
A general methodology for modeling loss data depending on covariates is developed. The...
The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates
2016,
Many assume that in the short run, annuity prices promptly and efficiently respond to...
Assessing the Risks of Insuring Reputation Risk
2016,
Reputation risk is becoming increasingly important, especially with the rapidly...
The Impact of the Financial Crisis and Natural Catastrophes on CAT Bonds
2016,
This article employs secondary market data to examine how natural catastrophes or...
The Valuation of Lifetime Health Insurance Policies with Limited Coverage
2016,
In adopting a traditional actuarial view, insurance companies often use expected...
The Impact of Private Equity on a Life Insurer's Capital Charges Under Solvency II and the Swiss Solvency Test
2014,
In this article, we conduct an in‐depth analysis of the impact of private...
Mortality Risk and Its Effect on Shortfall and Risk Management in Life Insurance
2014,
Mortality risk is a key risk factor for life insurance companies and can have a...
Financial Bounds for Insurance Claims
2014,
In this article, insurance claims are priced using an indifference pricing principle....
Typhoons and Opportunistic Fraud: Claim Patterns of Automobile Theft Insurance in Taiwan
2014,
We present evidence to support the existence of opportunistic fraud in the automobile...
Risk-Minimizing Reinsurance Protection For Multivariate Risks
2014,
In this article, we study the problem of optimal reinsurance policy for multivariate...
The Relationship Between Regulatory Pressure and Insurer Risk Taking
2014,
The article examines the risk‐taking behavior of property–liability...
Valuation and Hedging of the Ruin-Contingent Life Annuity (RCLA)
2014,
We analyze an insurance instrument called a ruin‐contingent life annuity...
Reinsurance and Systemic Risk: The Impact of Reinsurer Downgrading on Property‐Casualty Insurers
2014,
This article analyzes the interconnectedness between reinsurers and U.S....
Tax Sharing in Insurance Markets: A Useful Parameterization
2014,
We use a principal–agent framework to evaluate the economic impacts of imposing...
The Effect of Secondary Markets on Equity-Linked Life Insurance With Surrender Guarantees
2014,
Many equity‐linked life insurance products offer the possibility to surrender...
Reflexivity in Competition-Originated Underwriting Cycles
2014,
This article addresses the fundamental observation that aggressive newcom‐ ers...
Nonexclusivity, Linear Pricing, and Annuity Market Screening
2015,
I develop a graphical approach for studying two‐type adverse‐selection...
An intuitionistic fuzzy DEMATEL methodology for prioritising the components of SWOT matrix in the Iranian insurance industry
2014,
Strengths, weaknesses, opportunities and threats (SWOT) analysis is one of...
Partially Observed Time-Inconsistency Recursive Optimization Problem and Application
2014,
In this paper, we study a partially observed recursive optimization problem, which is...
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