Risk affection and transmission of news of conditional volatility from the non-life to life insurance sector
Apostolos Kiohos
| Year of publication: |
2020
|
|---|---|
| Authors: | Kiohos, Apostolos |
| Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 7.2020, 2, p. 77-86
|
| Subject: | Insurance risks | Volatility | Non- Life Insurance | Life Insurance | GJR GARCH | Lebensversicherung | Life insurance | Volatilität | ARCH-Modell | ARCH model | Risikomodell | Risk model | Versicherung | Insurance | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012813836