Insurance Sector Risk
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References listed on IDEAS
- Ross, Stephen A., 1976.
"The arbitrage theory of capital asset pricing,"
Journal of Economic Theory,
Elsevier, vol. 13(3), pages 341-360, December.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 02-73, Wharton School Rodney L. White Center for Financial Research.
- Stephen A. Ross, "undated". "The Arbitrage Theory of Capital Asset Pricing," Rodney L. White Center for Financial Research Working Papers 2-73, Wharton School Rodney L. White Center for Financial Research.
- Terri M Vaughan, 2004. "Financial Stability and Insurance Supervision: The Future of Prudential Supervision," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 29(2), pages 258-272, April.
- Terri M. Vaughan, 2004. "Financial Stability and Insurance Supervision: The Future of Prudential Supervision," The Geneva Papers on Risk and Insurance, The International Association for the Study of Insurance Economics, vol. 29(2), pages 258-272, April.
- William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
More about this item
KeywordsSystemic risk; asymptotic dependence;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-07-21 (All new papers)
- NEP-BEC-2006-07-21 (Business Economics)
- NEP-EEC-2006-07-21 (European Economics)
- NEP-FIN-2006-07-21 (Finance)
- NEP-FMK-2006-07-21 (Financial Markets)
- NEP-IAS-2006-07-21 (Insurance Economics)
- NEP-RMG-2006-07-21 (Risk Management)
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