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Inefficiency of foreign exchange markets and expectations : survey evidence

Strøjer Madsen, Erik - In: Applied economics 28 (1996) 4, pp. 397-403

Persistent link: https://www.econbiz.de/10001197855

Risikopræmien p°a danske aktier

Engsted, Tom; Tanggaard, Carsten - In: Nationaløkonomisk tidsskrift 137 (1999) 2, pp. 164-177

Persistent link: https://www.econbiz.de/10001422112

The term structure of interest rates in Denmark 1982 - 89 : testing the rational expectations constant liquidity premium theory

Engsted, Tom - In: Bulletin of economic research 45 (1993) 1, pp. 19-37

Persistent link: https://www.econbiz.de/10001138154

Estimating the volatility of non-life premium risk under Solvency II : discussion of Danish fire insurance data

Cerchiara, Rocco Roberto; Acri, Francesco - In: Risks : open access journal 8 (2020) 3/74, pp. 1-19

We studied the volatility assumption of non-life premium risk under the Solvency II Standard Formula and developed an empirical model on real data, the Danish fire insurance data. Our empirical model accomplishes two things. Primarily, compared to the present literature, this paper innovates the...

Persistent link: https://www.econbiz.de/10012293140