Li, Donghui; Moshirian, Fariborz; Wee, Timothy; Wu, Eliza - In: Journal of International Financial Markets, … 19 (2009) 2, pp. 306-320
We study the foreign exchange exposure of U.S. insurers. The evidence shows that no systematic difference exists in the currency risk profiles of life and non-life segments within the insurance industry. This suggests that life and non-life insurers have similar risk exposure management...