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w-MPS Risk Aversion and the CA...
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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ECONIS (ZBW)
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Life after VaR
Boyle, Phelim P.
;
Hardy, Mary
;
Vorst, Ton
- In:
The journal of derivatives : the official publication …
13
(
2005
)
1
,
pp. 48-55
Persistent link: https://www.econbiz.de/10003159545
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Designing a countercyclical insurance program for systemic risk
Boyle, Phelim P.
;
Kim, Joseph H. T.
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
4
,
pp. 963-993
Persistent link: https://www.econbiz.de/10009696447
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3
Designing a Counter-Cyclical Insurance Program for Systemic Risk
Kim, Joseph H.T.
-
2012
This paper proposes a framework for measuring and managing systemic risk. Current solvency regulations have been criticized for their focus on individual firms rather than the system as a whole. We show how an insurance program can be designed to deal with systemic risk through a risk charge on...
Persistent link: https://www.econbiz.de/10013115756
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4
Improving Risk Sharing and Borrower Incentives in Mortgage Design
Mei, Yuchen
-
2017
In a traditional fixed rate mortgage, the borrower pays a fixed amount each period regardless of the value of the mortgaged property. One problem with this contract is that the borrower is less willing to pay when the house value falls. This was clearly seen in the 2008 financial crisis and its...
Persistent link: https://www.econbiz.de/10012971013
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5
Improving risk sharing and borrower incentives in mortgage design
Mei, Yuchen
;
Boyle, Phelim P.
;
Li, Johnny Siu-Hang
- In:
North American actuarial journal : NAAJ ; leading the …
23
(
2019
)
4
,
pp. 485-511
Persistent link: https://www.econbiz.de/10012180642
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