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Insurance risks management methodology
Ivanovna, Kartashova Olga; Vladimirovna, Molchanova Olga; … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-15
The purposes of the study are to substantiate the influence of the specific features of insurance on the set of management accounting objects and to develop a mechanism of preparing the relevant information for insurance risk management. Management accounting allows generating reports, specially...
Persistent link: https://www.econbiz.de/10011960615
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Solvency regulation : an assessment of Basel III for banks and of planned Solvency III for insurers
Zweifel, Peter - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-22
Basel III, regulating the solvency of banks, is to be fully implemented by 2027 while Solvency III directed at insurers is being prepared. In view of past experience, it will be closely modelled after Basel III. This raises two questions. (i) Will Basel III and Solvency III be more successful...
Persistent link: https://www.econbiz.de/10012588178
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Fine art insurance policies and risk perceptions : the case of Malta
Pavia, Luke; Grima, Simon; Romanova, Inna; Spiteri, … - In: Journal of risk and financial management : JRFM 14 (2021) 2/66, pp. 1-16
The aim of this paper is to identify the risks that need to be addressed when holding fine art, determine which are perceived as being the most important, and whether the risk perception is influenced by demographic variables such as age, educational background, and field of occupation. To...
Persistent link: https://www.econbiz.de/10012483995
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Nonparametric estimation of the ruin probability in the classical compound poisson risk model
Gao, Yuan; Chen, Lingju; Jiang, Jiancheng; You, Honglong - In: Journal of risk and financial management : JRFM 13 (2020) 12/298, pp. 1-12
In this paper we study estimating ruin probability which is an important problem in insurance. Our work is developed upon the existing nonparametric estimation method for the ruin probability in the classical risk model, which employs the Fourier transform but requires smoothing on the density...
Persistent link: https://www.econbiz.de/10012392224
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Discrete time ruin probability for Takaful (Islamic Insurance) with investment and qard-hasan (benevolent loan) activities
Puspita, Dila; Kolkiewicz, Adam; Tan, Ken Seng - In: Journal of risk and financial management : JRFM 13 (2020) 9/211, pp. 1-24
The main objectives of this paper are to construct a new risk model for modelling the Hybrid-Takaful (Islamic Insurance) and to develop a computational procedure for calculating the associated ruin probability. Ruin probability is an important study in actuarial science to measure the level of...
Persistent link: https://www.econbiz.de/10012384416
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Between P and Q : the PQ measure for pricing in asset liability management
Dijk, Marcel T. P. van; Graaf, Cornelis S. L. de; … - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-23
Insurance companies issue guarantees that need to be valued according to the market expectations. By calibrating option pricing models to the available implied volatility surfaces, one deals with the so-called risk-neutral measure Q, which can be used to generate market consistent values for...
Persistent link: https://www.econbiz.de/10011961291
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Pricing cat bonds for cloud service failures
Mastroeni, Loretta; Mazzoccoli, Alessandro; Naldi, Maurizio - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-18
The use of the cloud to store personal/company data and to run programs is gaining wide acceptance as it is more efficient and cost-effective. However, cloud services may not always be available, which could lead to losses for customers and the cloud provider (the provider is typically obligated...
Persistent link: https://www.econbiz.de/10013471219
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The impact of institutional dimensions on entrepreneurial intentions of students : international evidence
Bakkar, Yassine; Durst, Susanne; Gerstlberger, Wolfgang - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-23
dimensions influence students’ intentions to ei-ther start a company or take over an existing one. Based on a Global University … Entrepreneurial Spirit Students’ Survey (GUESS) dataset and international country-level databases, evidence shows that both … the typical focus on start-ups. Evidence also suggests that male students prefer starting a new company, while female …
Persistent link: https://www.econbiz.de/10012522147
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Predicting the impact of COVID-19 on Australian universities
Thatcher, Arran; Zhang, Mona; Todoroski, Hayden; Chau, … - In: Journal of risk and financial management : JRFM 13 (2020) 9/188, pp. 1-20
number of international students continuing their studies in Australia during the current pandemic. We use a linear …
Persistent link: https://www.econbiz.de/10012386880
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The impact of brand relationships on corporate brand identity and reputation : an integrative model
Barros, Teresa; Rodrigues, Paula; Duarte, Nelson; Shao, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/133, pp. 1-21
and brand managers, were carried out with focus groups of higher education students, and questionnaires conducted, with …
Persistent link: https://www.econbiz.de/10012309155