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Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms

Listed author(s):
  • Selim Mankaï
  • Aymen Belgacem

Theory and empirical evidence recognize interactions between capital and risk. This paper analyzes the effect of reinsurance, as a new endogenous decision variable, on this policy mix using simultaneous equations model. Empirical results obtained from a s

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Paper provided by Department of Research, Ipag Business School in its series Working Papers with number 2014-154.

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Length: 27 pages
Date of creation: 01 Jan 2014
Handle: RePEc:ipg:wpaper:2014-154
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