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Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of Risk Finance 14 (2013) May, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi-year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10010691552
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Market-consistent embedded value in non-life insurance: how to measure it and why
Diers, Dorothea; Eling, Martin; Kraus, Christian; … - In: Journal of Risk Finance 13 (2012), pp. 320-346
non-life insurance. This is an important undertaking since differences in management techniques between life and non …-life insurance make management at the group level very difficult. The purpose of this paper is to offer a solution to this problem …. Design/methodology/approach – After explaining MCEV, the authors derive differences between life and non-life insurance and …
Persistent link: https://www.econbiz.de/10010815116
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Modeling parameter risk in premium risk in multi-year internal models
Diers, Dorothea; Eling, Martin; Linde, Marc - In: Journal of Risk Finance 14 (2013) May, pp. 234-250
Purpose – The purpose of this paper is to illustrate the importance of modeling parameter risk in premium risk, especially when data are scarce and a multi-year projection horizon is considered. Internal risk models often integrate both process and parameter risks in modeling reserve risk,...
Persistent link: https://www.econbiz.de/10010709780
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The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets
Kwon, W. Jean - In: Journal of Risk Finance 14 (2013) July, pp. 320-343
Purpose – The purpose of this paper is to examine insurance regulation theories, regulatory agency structures and … measures, political stability and cultural dimension in insurance markets of 56 developed and developing countries for 2005 …-2009. Findings – It was found that insurance consumption is lower in countries with an authority exclusively for insurance regulation …
Persistent link: https://www.econbiz.de/10010691551
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The significance of regulatory orientation, political stability and culture on consumption and price adequacy in insurance markets
Kwon, W. Jean - In: Journal of Risk Finance 14 (2013) July, pp. 320-343
Purpose – The purpose of this paper is to examine insurance regulation theories, regulatory agency structures and … measures, political stability and cultural dimension in insurance markets of 56 developed and developing countries for 2005 …-2009. Findings – It was found that insurance consumption is lower in countries with an authority exclusively for insurance regulation …
Persistent link: https://www.econbiz.de/10010815091
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A multi-year risk capital concept for internal models and enterprise risk management.
Diers, Dorothea - In: Journal of Risk Finance 13 (2012), pp. 424-437
-year context. This is an important issue, since strategic management and decision making within insurance companies require a multi … relevant information to insurance companies' management. Whereas usually solvency rules set out a time horizon of one year, in …
Persistent link: https://www.econbiz.de/10010720101
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The financial performance of life insurance companies in Ghana
Akotey, Joseph Oscar; Sackey, Frank G.; Amoah, Lordina; … - In: Journal of Risk Finance 14 (2013) May, pp. 286-302
Purpose – The aim of this research is to assess the financial performance of the life insurance industry of an emerging … economy. In particular the study delves into the major determinants of the profitability of the life insurance industry of … of ten life insurance companies covering a period of 11 years (2000-2010) were sampled and analyzed through panel …
Persistent link: https://www.econbiz.de/10010691542
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Research on lapse in life insurance: what has been done and what needs to be done?
Eling, Martin; Kochanski, Michael - In: Journal of Risk Finance 14 (2013) July, pp. 392-413
Purpose – The purpose of this paper is to review research on lapse in life insurance and to outline potential new areas … empirical research on life insurance lapse and provide a classification of these two streams of research. More than 50 … important literature on life insurance lapsation. Next to the structured review of the existing models and the empirical …
Persistent link: https://www.econbiz.de/10010691550
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Research on lapse in life insurance: what has been done and what needs to be done?
Eling, Martin; Kochanski, Michael - In: Journal of Risk Finance 14 (2013) July, pp. 392-413
Purpose – The purpose of this paper is to review research on lapse in life insurance and to outline potential new areas … empirical research on life insurance lapse and provide a classification of these two streams of research. More than 50 … important literature on life insurance lapsation. Next to the structured review of the existing models and the empirical …
Persistent link: https://www.econbiz.de/10010815086
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Longevity risk and survivor derivative pricing
Dawson, Paul; Lin, Hai; Liu, Yangshu - In: Journal of Risk Finance 14 (2013) February, pp. 140-158
Purpose – Longevity risk, that is, the uncertainty of the demographic survival rate, is an important risk for insurance …
Persistent link: https://www.econbiz.de/10010815092