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Guaranty Funds and Risktaking: Evidence from the Insurance Industry

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Author Info
Mayers, D.
Lee, S.J.
Smith, C.W.
Abstract

This paper examines changes in property-liability insurers' risk-taking around enactments of state guaranty fund laws. Our evidence suggests that the risk of insurers' asset portfolios increases following enactments. But this increase in risk is significant only for stock insurers. Our evidence of increased risk-taking following guaranty-fund adoptions suggests that the way these funds are organized creates counter-productive investment incentives, especially for stock companies. Because these laws were enacted by states of the period 1969-1982, our evidence on changes in risk-taking helps resolve statistical problems that have been troublesome for studies of bank deposit insurance.

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Publisher Info
Paper provided by The A. Gary Anderson Graduate School of Management. University of California Riverside in its series The A. Gary Anderson Graduate School of Management with number 96-13.

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Length: 25 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:caland:96-13

Contact details of provider:
Postal: The A. Gary Anderson Graduate School of Management. University of California, Riverside. Riverside CA 92521
Web page: http://www.agsm.ucr.edu/
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Related research
Keywords: INSURANCE ; RISK ; ENTERPRISES;

Find related papers by JEL classification:
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

Statistics
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This page was last updated on 2009-12-22.


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