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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

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    File URL: https://www.eiopa.europa.eu/sites/default/files/financial_stability/financial_stability_report_june2018_potential_drivers_of_insurers_equity_investments.pdf
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    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

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