Search Results - subject:"insurer default"

Optimal consumption and investment with insurer default risk

Jang, Bong-Gyu; Koo, Hyeng-keun; Park, Seyoung - In: Insurance / Mathematics & economics 88 (2019), pp. 44-56

Persistent link: https://www.econbiz.de/10012105360

The dynamics of insurance demand under liquidity constraints and insurer default risk:

Liu, Yanyan; Myers, Robert - International Food Policy Research Institute (IFPRI) - 2012

default. Credit constraints and the possibility of insurer default both reduce the demand for insurance. We then propose an … constraint and assuaging farmersâ€™ concerns about insurer default. We also investigate the effects of the associated problem of … demand by risk-averse farmers who can borrow and lend subject to a credit constraint and who also perceive a risk of insurer …

Persistent link: https://www.econbiz.de/10011132702

Optimal investment strategies for insurance companies in the presence of standardised capital requirements

Fischer, Katharina; Schlütter, Sebastian - International Center for Insurance Regulation, House of … - 2012

The standard formula of the Solvency II framework employs an approximate value-at-risk approach to define risk-based capital requirements. The parameterization of the standard formula determines how much additional capital insurers need in order to back investments in risky assets. This paper...

Persistent link: https://www.econbiz.de/10010984329

Who benefits from building insurance groups? A welfare analysis of optimal group capital management

Schlütter, Sebastian; Gründl, Helmut - International Center for Insurance Regulation, House of … - 2011

This paper compares the shareholder-value-maximizing capital structure and pricing policy of insurance groups against that of stand-alone insurers. Groups can utilise intra-group risk diversification by means of capital and risk transfer instruments. We show that using these instruments enables...

Persistent link: https://www.econbiz.de/10010984334

Who benefits from building insurance groups? : a welfare analysis of optimal group capital management

Schlütter, Sebastian; Gründl, Helmut - In: The Geneva papers on risk and insurance - issues and … 37 (2012) 3, pp. 571-593

Persistent link: https://www.econbiz.de/10009675303