IDEAS home Printed from https://ideas.repec.org/p/eio/thafsr/12.html
   My bibliography  Save this paper

Potential drivers of insurers equity investments

Author

Listed:
  • Petr Jakubik
  • Eveline Turturescu

    (EIOPA)

Abstract

As a consequence of the ongoing low-yield environment, insurers are changing their business models and looking for new investment opportunities to deliver the required return. This paper focuses on investments in equities and main drivers of their changes in insurers’ portfolios. In this respect, an empirical analysis for a period before and after the Solvency II introduction using both panel and pool regression was conducted. The obtained results suggest that macroeconomic as well as company specific indicators could explain changes in shares of equities in insurers’ portfolios.

Suggested Citation

  • Petr Jakubik & Eveline Turturescu, 2018. "Potential drivers of insurers equity investments," EIOPA Financial Stability Report - Thematic Articles 12, EIOPA, Risks and Financial Stability Department.
  • Handle: RePEc:eio:thafsr:12
    as

    Download full text from publisher

    File URL: https://www.eiopa.europa.eu/sites/default/files/financial_stability/financial_stability_report_june2018_potential_drivers_of_insurers_equity_investments.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    insurance; equity investments; Solvency II;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eio:thafsr:12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Petr Jakubik (email available below). General contact details of provider: https://edirc.repec.org/data/eiopade.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.