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Negativauslese und Tarifdifferenzierung im Versicherungssektor : ökonomische Modelle und ökonometrische Analysemethoden

Bach, Christine - 1999

Persistent link: https://www.econbiz.de/10000168321

The Determinants of Bond Insurance Premium

Moldogaziev, Tima T. - 2012

This paper provides an empirical test of the demand side of Thakor's (1982) theory of bond insurance signaling, namely … information in the market. We test the theory for a sample of bonds that covers before, during and immediately after the 2007 …-08 financial crisis. We find empirical evidence consistent with the theory that the bond insurance premium provides a signal to the …

Persistent link: https://www.econbiz.de/10013115055

A quantitative comparison of mortality models with jumps : pre- and post-COVID insights on insurance pricing

Şahin, Şule; Özen, Selin - In: Risks : open access journal 12 (2024) 3, pp. 1-24

Population events such as natural disasters, pandemics, extreme weather, and wars might cause jumps that have an immediate impact on mortality rates. The recent COVID-19 pandemic has demonstrated that these events should not be treated as nonrepetitive exogenous interventions. Therefore,...

Persistent link: https://www.econbiz.de/10014497417

Generalized risk premia

Schneider, Paul - In: Journal of financial economics 116 (2015) 3, pp. 487-504

Persistent link: https://www.econbiz.de/10011348467

Securitization of catastrophe risk : empirical analyses of CAT bond premiums

Winkelvos, Christine - 2012 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009689643

Are starting wages reduced by an insurance premium for preventing wage decline? : testing the prediction of Harris and Holmstrom (1982)

Hartog, Joop; Raposo, Pedro - 2015

In the model of Harris and Holmstrom (1982) workers pay an insurance premium to prevent a wage decline. As employers are unable to assess the ability of a labour market entrant, they would offer a wage equal to expected productivity of the worker's category and adjust it with unfolding...

Persistent link: https://www.econbiz.de/10011407951