Insurance Sector Risk
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References listed on IDEAS
- 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.
- Stephen A. Ross, 2013.
"The Arbitrage Theory of Capital Asset Pricing,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 1, pages 11-30,
World Scientific Publishing Co. Pte. Ltd..
- 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 2-73, 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 02-73, Wharton School Rodney L. White Center for Financial Research.
- 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.
Citations
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Cited by:
- Sheremet, Oleg & Lucas, André, 2009.
"Global loss diversification in the insurance sector,"
Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 415-425, June.
- Oleg Sheremet & André Lucas, 2008. "Global Loss Diversification in the Insurance Sector," Tinbergen Institute Discussion Papers 08-086/2, Tinbergen Institute.
- Norsida M. & Mohd. Fauzi F. & Muhammad Aliff Y., 2018. "Examining Fisherman Perception towards Climate Change Impacts and Fishery Agencies," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 8(2), pages 363-381, February.
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More about this item
Keywords
Systemic risk; asymptotic dependence;JEL classification:
- 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 fields
This paper has been announced in the following NEP Reports:- 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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