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California's volatile workers' compensation insurance market : problems and recommendations for change ; prepared for the Commission on Health and Safety and Workers' Compensation

Dixon, Lloyd S.; Macdonald, James W.; Barbagallo, William - 2009

Since partial deregulation of insurance rates in 1995, the California workers' compensation insurance market has been … profits and the share of coverage written by private insurance carriers, and a substantial number of insurers, including some … insurance has been volatile since 1995 as well, continuing the considerable variation that occurred in earlier years. This book …

Persistent link: https://www.econbiz.de/10003908720

An insurance risk model with stochastic volatility

Chi, Yichun; Jaimungal, Sebastian; Lin, X. Sheldon - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 52-66

Persistent link: https://www.econbiz.de/10003953303

A note on the sensitivity of insurance stock returns and volatility to interest rate changes : evidence from NASDAQ

Bratton, John; Najand, Mohammad; Casey, K. Michael - In: The southern business & economic journal 29 (2006) 1/2, pp. 52-60

Persistent link: https://www.econbiz.de/10003501955

Auswirkungen der Rechnungslegung nach IFRS auf die Versicherungsnehmer

Zimmermann, Jochen; Schymczyk, Johannes - In: Einflussfaktoren für die Entscheidung bei …, (pp. 113-138). 2010

Persistent link: https://www.econbiz.de/10003968546

Crisis Sentiment in the U.S. Insurance Sector

Irresberger, Felix - 2016

We use internet search volume data to measure idiosyncratic and market-wide crisis sentiment to explain insurer stock return volatility. We find that market-level crisis sentiment was a significant predictor of stock return volatility of U.S. insurers between 2006 and 2010. Higher levels of...

Persistent link: https://www.econbiz.de/10013006941

Stability, competition, and concentration in the Turkish insurance sector

Kasman, Adnan; Kasman, Saadet; Gökalp, Gamze - In: International journal of the economics of business 27 (2020) 2, pp. 269-289

Persistent link: https://www.econbiz.de/10012253839

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 fitting of Danish fire insurance data using a composite model with a …

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

D&O insurance and IPO performance : what can we learn from insurers?

Boyer, Martin; Stern, Léa - In: Journal of financial intermediation 23 (2014) 4, pp. 504-540

Persistent link: https://www.econbiz.de/10010489797

Impact of risk disclosure on the volatility, liquidity and performance of the UK and Canadian insurance companies

Kassamany, Talie; Harb, Etienne; Louhichi, Wael; Nasr, … - In: Competitiveness review : CR 33 (2023) 1, pp. 30-61

Persistent link: https://www.econbiz.de/10013552826

Kapitalmarktmodelle mit nicht konstanter Volatilität und ihre Anwendung unter Solvency II

Reichart, Stefanie - 2011

Persistent link: https://www.econbiz.de/10014007962