Price Regulation in Property-Liability Insurance: A Contingent-Claims Approach
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- Arthur Charpentier & Benoît Le Maux, 2010. "Natural Catastrophe Insurance: When Should the Government Intervene?," Working Papers hal-00536925, HAL.
- Nadine Gatzert & Hato Schmeiser, 2011. "On the risk situation of financial conglomerates: does diversification matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(1), pages 3-26, March.
- Hato Schmeiser & Joël Wagner, 2013. "The Impact of Introducing Insurance Guaranty Schemes on Pricing and Capital Structure," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(2), pages 273-308, June.
- Schmeiser, H. & Wagner, J., 2011. "A joint valuation of premium payment and surrender options in participating life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 580-596.
- Chen Yueyun & Hamwi Iskandar S., 2012. "Why Some Disaster Insurance Does not Exist," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 6(1), pages 1-16, February.
- Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
- Nadine Gatzert & Hato Schmeiser, 2008. "Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(3), pages 691-712.
- Rustam Ibragimov & Dwight Jaffee & Johan Walden, 2010. "Pricing and Capital Allocation for Multiline Insurance Firms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(3), pages 551-578.
- Charpentier, Arthur & Le Maux, Benoît, 2014.
"Natural catastrophe insurance: How should the government intervene?,"
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- Arthur Charpentier & Benoît Le Maux, 2014. "Natural catastrophe insurance: How should the government intervene?," Post-Print halshs-01018022, HAL.
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- Cynthia Van Hulle & Hans Degryse & Kristien Smedts, 2017.
" Risk-sharing benefits and the capital structure of insurance companies,"
Working Papers Department of Accounting, Finance and Insurance (AFI)
571404, KU Leuven, Faculty of Economics and Business, Department of Accounting, Finance and Insurance (AFI).
- Degryse, Hans & Smedts, Kristien & Van Hulle, Cynthia, 2017. "Risk-sharing benefits and the capital structure of insurance companies," CEPR Discussion Papers 11838, C.E.P.R. Discussion Papers.
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- Laux, Christian & Muermann, Alexander, 2006. "Mutual versus stock insurers: Fair premium, capital, and solvency," CFS Working Paper Series 2006/26, Center for Financial Studies (CFS).
- Braun, Alexander & Schmeiser, Hato & Rymaszewski, Przemysław, 2015. "Stock vs. mutual insurers: Who should and who does charge more?," European Journal of Operational Research, Elsevier, vol. 242(3), pages 875-889.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
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