IDEAS home Printed from https://ideas.repec.org/r/nbr/nberwo/10184.html
   My bibliography  Save this item

Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. J. Augusto Felício & Carlos Robalo Freire, 2016. "From customer motivation to corporate performance. The role of strategic factors and distribution channels of financial service firms," Service Business, Springer;Pan-Pacific Business Association, vol. 10(1), pages 135-157, March.
  2. Augusto Felício, J. & Rodrigues, Ricardo, 2015. "Organizational factors and customers' motivation effect on insurance companies' performance," Journal of Business Research, Elsevier, vol. 68(7), pages 1622-1629.
  3. J. David Cummins & Mary A. Weiss, 2009. "Convergence of Insurance and Financial Markets: Hybrid and Securitized Risk-Transfer Solutions," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 493-545.
  4. Ben Ammar, Semir & Eling, Martin & Milidonis, Andreas, 2015. "Asset Pricing of Financial Insitutions: The Cross-Section of Expected Stock Returns in the Property/Liability Insurance Industry," Working Papers on Finance 1516, University of St. Gallen, School of Finance.
  5. repec:bla:jrinsu:v:84:y:2017:i:4:p:1127-1169 is not listed on IDEAS
  6. Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
  7. Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
  8. Landsman, Zinoviy & Neslehová, Johanna, 2008. "Stein's Lemma for elliptical random vectors," Journal of Multivariate Analysis, Elsevier, vol. 99(5), pages 912-927, May.
  9. Niedrig, Tobias, 2015. "Optimal asset allocation for interconnected life insurers in the low interest rate environment under solvency regulation," SAFE Working Paper Series 97, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  10. J. David Cummins & Richard D. Phillips, 2005. "Estimating the Cost of Equity Capital for Property-Liability Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(3), pages 441-478.
  11. Howard C. Kunreuther & Erwann O. Michel-Kerjan, 2007. "Evaluating The Effectiveness of Terrorism Risk Financing Solutions," NBER Working Papers 13359, National Bureau of Economic Research, Inc.
  12. Dwight Jaffee & Johan Walden, 2014. "Optimal Insurance With Costly Internal Capital," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(2), pages 137-161, September.
  13. Truong, Chi & Trück, Stefan, 2016. "It’s not now or never: Implications of investment timing and risk aversion on climate adaptation to extreme events," European Journal of Operational Research, Elsevier, vol. 253(3), pages 856-868.
  14. 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.
  15. Julien Hardelin & Sabine Lemoyne de Forges, 2012. "Raising Capital in an Insurance Oligopoly Market," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 37(1), pages 83-108, March.
  16. Biener, Christian, 2013. "Pricing in Microinsurance Markets," World Development, Elsevier, vol. 41(C), pages 132-144.
  17. repec:pal:gpprii:v:43:y:2018:i:2:d:10.1057_s41288-017-0063-2 is not listed on IDEAS
  18. Schlütter, Sebastian, 2011. "The role of frictional costs for insurance pricing and insurer default risk," ICIR Working Paper Series 07/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  19. Nan Zhu & Daniel Bauer, 2013. "Coherent Pricing of Life Settlements Under Asymmetric Information," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 827-851, September.
  20. Lin, Yijia & Cox, Samuel H., 2008. "Securitization of catastrophe mortality risks," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 628-637, April.
  21. Gibson, Rajna & Habib, Michel A. & Ziegler, Alexandre, 2014. "Reinsurance or securitization: The case of natural catastrophe risk," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 79-100.
  22. repec:gam:jrisks:v:5:y:2017:i:2:p:31-:d:101685 is not listed on IDEAS
  23. Zimmer, Anja & Schade, Christian & Gründl, Helmut, 2009. "Is default risk acceptable when purchasing insurance? Experimental evidence for different probability representations, reasons for default, and framings," Journal of Economic Psychology, Elsevier, vol. 30(1), pages 11-23, February.
  24. Zimmer, Anja & Gründl, Helmut & Schade, Christian, 2012. "Be as safe as possible: A behavioral approach to the optimal corporate risk strategy of insurers," ICIR Working Paper Series 06/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  25. Schlütter, Sebastian, 2011. "Capital requirements or pricing constraints? An economic analysis of measures for insurance regulation," ICIR Working Paper Series 03/11, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  26. Erel, Isil & Myers, Stewart C. & Read, James A., 2015. "A theory of risk capital," Journal of Financial Economics, Elsevier, vol. 118(3), pages 620-635.
  27. repec:eee:stapro:v:137:y:2018:i:c:p:297-303 is not listed on IDEAS
  28. J. David Cummins & Philippe Trainar, 2009. "Securitization, Insurance, and Reinsurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 463-492.
IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.