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Persistent link: https://www.econbiz.de/10003583037

Evaluation of variable annuity guarantees with the effect of jumps in the asset price process

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Financial crisis in 2007–2008 have caused losses to life insurance companies issuing variable annuities with guarantees. This is partly due to failure of variable annuity (VA) issuers to anticipate the large variations in asset prices during the financial crisis times in their pricing...

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Drivers to equity valuation : perpetuities or annuities approach? ; an application to the main European stock markets

Reis, Pedro M. Nogueira; Augusto, Mário Gomes - In: Journal of business 11 (2019) 1, pp. 27-48

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Impact of mergers and acquisitions on European insurers : evidence from equity markets

Jakubík, Petr; Zafeiris, Dimitris - In: Ekonomický časopis : časopis pre ekonomickú … 66 (2018) 9, pp. 925-944

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The cross-section of expected stock returns in the property/liability insurance industry

Ben Ammar, Semir; Eling, Martin; Milidonis, Andreas - In: Journal of banking & finance 96 (2018), pp. 292-321

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Die Kapitalmarktkrise und ihre Auswirkungen auf die deutsche Versicherungswirtschaft

Surminski, Marc - 2003

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An examination of share price behavior surrounding the 2005 hurricanes Katrina and Rita

Gangopadhyay, Partha; Haley, Joseph Donald; Zhang, Li - In: The journal of insurance issues : official journal of … 33 (2010) 2, pp. 132-151

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What effect did AIG's bailout, and the preceding events, have on its competitors?

Egginton, Jared F.; Hilliard, James I.; Liebenberg, Andre P. - In: Risk management and insurance review 13 (2010) 2, pp. 225-249

Persistent link: https://www.econbiz.de/10008657152

Does the stock market compensate banks for diversifying into the insurance business?

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Factors affecting share price of Nepalese non-life insurance companies

Gautam, Anamol; Pradhan, Radhe Shyam - In: Nepalese journal of economics : a publication of … 7 (2023) 3, pp. 1-13

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