Results 21 to 30 of about 7,938,088 (271)
Do underwriting profit factors affect general insurance firms’ profitability in South Africa? [PDF]
Insurance Markets and Companies, 2023 This research paper examines the correlation between underwriting profit factors and the overall profitability of publicly traded general insurance companies operating in South Africa.
Thabiso Sthembiso Msomi
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The Effect of Financial Market Factors on House Prices: An Expected Utility Three-Asset Approach
Axioms, 2022 This study aimed to theoretically identify the impact factors of the financial market on house prices. Developed upon the two-asset model and with the consideration of risky financial assets, our three-asset model reveals a new derivation of house prices.
Yehui Wang +3 more
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Time-Varying Risk Attitude and Conditional Skewness
Abstract and Applied Analysis, 2014 Much literature finds that the skewness in the return distribution is negatively correlated with the risk premium coefficient, and speculation is the reason for the skewness in the return distribution. As further research, this paper, first taking up the
Zhifeng Liu, Tingting Zhang, Fenghua Wen
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Premium Calculation for Insurance Businesses Based on Cyber Risks in IP-Based Power Substations
IEEE Access, 2020 Insurance is a promising risk transfer tool against switching cyberattacks on power grids that can disrupt operation and potentially lead to widespread outages. This paper emphasizes on a framework of premium calculation for cyber insurance businesses by
Zhiyuan Yang +6 more
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Policy Design of Multi-Year Crop Insurance Contracts with Partial Payments. [PDF]
PLoS ONE, 2015 Current crop insurance is designed to mitigate monetary fluctuations resulting from yield losses for a specific year. However, yield realization tendency can vary from year to year and may depend on the correlation of yield realizations across years ...
Ying-Erh Chen, Barry K Goodwin
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Journal of Financial Markets, 2023 I provide a new monthly cross-sectional measure of stock market tail risk, SCSTR, defined as the average of the daily cross-sectional tail risk, rather than the tail risk of the pooled daily returns within a month. Through simulations, I find that SCSTR better captures monthly tail risk rather than merely the tail risk on specific days within a month ...
openaire +3 more sources
Index option returns and systemic equity risk
Journal of Finance and Data Science, 2018 In an environment characterized by stochastic variances and correlations, we demonstrate through construction of the equilibrium index option value from constituent components, that the generalized PDE identifies the stochastic elements differentially ...
Weiping Li, Tim Krehbiel
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Term premium and equity premium in economies with habit formation [PDF]
, 2006 In this paper we investigate the size of the risk premium and the term premium in an representative agent exchange model economy where households preferences are subject to habit formation.
Budria, Santiago, Díaz, Antonia
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Jurnal Matematika Integratif, 2019 Investors having an understanding of investment statistics are important. Especially quantitative tools related to investment risk measurement. Value-at-Risk Adjusted is one of the investment risk measurement tools, which assumes that returns are not ...
F Sukono +4 more
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Do sentiment indices impact the premium of prominent pricing factors?
Cogent Economics & Finance, 2018 This study investigates whether Google Search Volume Indices (GSVIs) bring shifts in the expected return of prominent pricing factors in comparison to the Volatility Index (VIX). The results show that compared to VIX, GSVIs bring less significant changes
Ranjeeta Sadhwani +2 more
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