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Persistent link: https://www.econbiz.de/10014543472

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An insurance risk model with stochastic volatility

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Risk appetite fluctuations in the insurance industry

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The fluctuations of insurers' risk appetite

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Risk Appetite Fluctuations in the Insurance Industry

Luciano, Elisa; Rochet, Jean-Charles - 2022

The risk appetite of insurance companies fluctuates over time in a quasi cyclical fashion. When their capitalization is …-standing empirical evidence on underwriting cycles and more recent evidence on the fluctuations of insurance companies’ risk appetite … the same source as the underwriting cycle, namely recapitalization costs. We build a simple dynamic model of the insurance …

Persistent link: https://www.econbiz.de/10013297302