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Asset concentration risk and insurance solvency regulation
Regele, Fabian; Gründl, Helmut - 2021
macroprudential insurance regulation. …
Persistent link: https://www.econbiz.de/10012647831
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On the exposure of insurance companies to sovereign risk : portfolio investments and market forces
Düll, Robert; König, Felix; Ohls, Jana - 2015
reflected in current insurance regulation (incl. upcoming Solvency II in Europe). … risk. This paper focuses on the transmission of sovereign risk to insurance companies as some of the largest institutional … investors in the sovereign bond market. We use a firm level panel dataset that covers large insurance companies, banks and non …
Persistent link: https://www.econbiz.de/10011373080
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Optimal consumption, investment and insurance with insurable risk for an investor in a Lévy market
Perera, Ryle S. - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 479-484
Persistent link: https://www.econbiz.de/10003981144
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Dynamisches Hedging zur Absicherung des Garantierisikos bei indexgebundenen Versicherungen
Hauser, Melanie - 2010
Persistent link: https://www.econbiz.de/10003981741
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Stochastic differential portfolio games for an insurer in a jump-diffusion risk process
Lin, Xiang; Zhang, Chunhong; Siu, Tak Kuen - In: Mathematical methods of operations research 75 (2012) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10009490707
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On the effectiveness of natural hedging for insurance companies and pension plans
Li, Jackie; Haberman, Steven - In: Insurance / Mathematics & economics 61 (2015), pp. 286-297
Persistent link: https://www.econbiz.de/10010515868
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A theoretical assessment on optimal asset allocations in insurance industry
Jarraya, Bilel; Bouri, Abdelfettah - In: International journal of finance & banking studies : JJFBS 2 (2013) 4, pp. 30-44
Persistent link: https://www.econbiz.de/10010532785
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Stochastic modeling and fair valuation of drawdown insurance
Zhang, Hongzhong; Leung, Tim; Hadjiliadis, Olympia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 840-850
Persistent link: https://www.econbiz.de/10010227813
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Firm size and risk taking in Malaysia's insurance industry
Tuan Hock Ng; Chong, Lee Lee; Bin Ismail, Hishamuddin - In: Journal of risk finance : the convergence of financial … 14 (2013) 4, pp. 378-391
Persistent link: https://www.econbiz.de/10009788829
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Protecting insurance portfolios from inflation
Griffin, Ken; Yao, Edward Y. - In: Inflation-sensitive assets : Instruments and strategies, (pp. 369-388). 2012
Persistent link: https://www.econbiz.de/10011457182