Results 151 to 160 of about 67,018 (321)

Are the dimensions of private information more multiple than expected? Information asymmetries in the market of supplementary private health insurance in England [PDF]

, 2012
Our study reexamines standard econometric approaches for the detection of information asymmetries on insurance markets. We claim that evidence based on a standard framework with 2 equations, which uses potential sources of information asymmetries, should
Karlsson, M., Klohn, F., Rickayzen, B. D.   +2 more
core   +1 more source

Basis risk, social comparison, perceptions of fairness, and demand for insurance: A field experiment in Ethiopia

Journal of Risk and Insurance, EarlyView.
Abstract Index insurance lowers agricultural risk but covers only covariate risks. Since farmers do not have complete insurance, they may develop mistrust of insurance when experiencing crop losses and not receiving payouts. Although recent innovations in remote sensing enable the provision of more complete insurance including coverage for ...
Berber Kramer, Maria Porter, Solomon B. Wassie   +2 more
wiley   +1 more source

Assessing the causal effects of type 2 diabetes and obesity-related traits on COVID-19 severity

Human Genomics
Background Type 2 diabetes (T2D) and obesity-related traits are highly comorbid with coronavirus disease 2019 (COVID-19), but their causal relationships with disease severity remain unclear.
Jieun Seo, Gaeun Kim, Seunghwan Park, Aeyeon Lee, Liming Liang, Taesung Park, Wonil Chung   +6 more
doaj   +1 more source

Optimal insurance design under limited liability

Journal of Risk and Insurance, EarlyView.
Abstract We study optimal demand for insurance in a classical expected utility setting where the insured party has limited liability and has access to three different types of progressively more restrictive contracts. At one end, with no restrictions on the indemnity schedule, it is optimal to fully insure certain losses while leaving others uninsured.
Andrea Bergesio, Pablo Koch‐Medina, Cosimo Munari   +2 more
wiley   +1 more source

Global uncertainties and stock returns under heterogeneous market conditions: Evidence from wavelet coherence analysis

Scientific African
Over the years, the world has faced numerous global uncertainties, each leaving a profound impact on the global economy and the financial market. This has increased the research on how these uncertainties affect various stocks. However, limited attention
Kenneth Sena Blekor, Clement Asare, Sedinam Abra Benardine Bissi, Gabriel Elike Mawuhorm, Cornelius Benle Tanoel, Samuel Asante Gyamerah   +5 more
doaj   +1 more source

Market discipline in life insurance: Does public risk disclosure encourage less risky management actions?

Journal of Risk and Insurance, EarlyView.
Abstract We analyze how public risk disclosure, specifically Solvency II, impacts life insurers' risk‐taking behavior. Using data from 58 German life insurers from 2016 to 2023, we find that publicly reported solvency ratios can affect premium growth and surrender rates.
Moritz Hanika
wiley   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Sistemas informáticos aplicados a la matemática actuarial no vida. Un propuesta con R

Rect@, 2012
The present work is the result of the investigation realized by the authoresses on programming languages applied to Non Life Actuarial Mathematics (NLAM).
Claramunt Bielsa, Mª Mercedes, Mármol Jiménez, Mª Teresa, Boj del Val, Eva, Costa Cor, Teresa   +3 more
doaj  

Robust Λ$\Lambda$‐Quantiles and Extremal Distributions

Mathematical Finance, EarlyView.
ABSTRACT In this paper, we investigate the robust models for Λ$\Lambda$‐quantiles with partial information regarding the loss distribution, where Λ$\Lambda$‐quantiles extend the classical quantiles by replacing the fixed probability level with a probability/loss function Λ$\Lambda$.
Xia Han, Peng Liu
wiley   +1 more source

Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities

Mathematical Finance, EarlyView.
ABSTRACT We study Pareto efficiency in a pure‐exchange economy where agents' preferences are represented by risk‐averse monetary utilities. These coincide with law‐invariant monetary utilities, and they can be shown to correspond to the class of monotone, (quasi‐)concave, Schur concave, and translation‐invariant utility functionals. This covers a large
Mario Ghossoub, Michael B. Zhu
wiley   +1 more source