Results 41 to 50 of about 393 (179)
Temporary VAT Reduction in Vietnam: Consumer Behavior Analysis
International Studies of Economics, EarlyView.ABSTRACT This study investigates the impact of temporary VAT rate changes on consumer behavior in Vietnam, particularly concerning the VAT reduction implemented during 2023–2024. The research analyzes annual survey data and household expenditure reports to assess changes in consumer spending on durable goods during the first half of 2024 (2024 H1 ...
Hang Thi Thu Trinh
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The Pareto-Optimal Stop-Loss Reinsurance
Mathematical Problems in Engineering, 2021 Reinsurance plays a role of a stabilizer of the insurance industry and can be an effective tool to reduce the risk for the insurer. This paper aims to provide the optimal reinsurance design associated with the stop-loss reinsurance under the criterion of value-at-risk (VaR) risk measure.
Haiyan You, Xiaoqing Zhou
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Welfare consequences of the compound risks of index insurance
Journal of Risk and Insurance, EarlyView.Abstract Index insurance is an attractive variant on the standard insurance contract that allows the determination of a loss event to be defined by one or more thresholds on an index that is positively correlated with actual losses. Index insurance also comes with a compound risk, basis risk.
Glenn Harrison +4 more
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Optimal reinsurance with multiple reinsurers: Competitive pricing and coalition stability
Insurance: Mathematics and Economics, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Tim J. Boonen +2 more
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Journal of Management Science and Engineering, 2019 The existing literature on investment and reinsurance is limited to the study of continuous-time problems, while discrete-time problems are always ignored by researchers.
Zhongbao Zhou +3 more
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Dynamic capital allocation in general insurance
Journal of Risk and Insurance, EarlyView.Abstract This paper provides a model for allocating capital to different insurance lines with varying development periods for a value‐maximizing insurance company. In our model, the company makes capitalization and exposure decisions considering its capital level and its relevant loss history.
Qiheng Guo +2 more
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A Stackelberg reinsurance-investment game with derivatives trading
Boundary Value Problems, 2023 This paper studies a stochastic Stackelberg differential reinsurance-investment game with derivatives trading under a stochastic volatility model. The reinsurer who occupies a monopoly position can price a reinsurance premium and invest her wealth in the
Rui Gao, Yanfei Bai
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Contingent capital: A tale of two valuations
Journal of Risk and Insurance, EarlyView.Abstract This study investigates the valuation gap between buyers and sellers of insurers' contingent capital, driven by asymmetric exposures to tax benefits, capital injections, and bankruptcy costs. We develop a novel Twin‐Tree Model with Jumps (TTMJ) that models the insurer's asset value dynamics by incorporating catastrophe risk, insolvency risk ...
Tian‐Shyr Dai +3 more
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Robust Optimal Excess-of-Loss Reinsurance and Investment Problem with Delay and Dependent Risks
Discrete Dynamics in Nature and Society, 2019 This paper investigates a robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks for an ambiguity-averse insurer (AAI). The AAI’s wealth process is assumed to be two dependent classes of insurance business. He/she
Yan Zhang, Peibiao Zhao
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Generative AI adoption and barriers in the insurance industry
Risk Management and Insurance Review, EarlyView.Abstract This study examines the adoption of Generative Artificial Intelligence (Gen AI) in the insurance industry through an institutional lens, drawing on semi‐structured interviews with 21 senior insurance professionals. While Gen AI offers significant potential for a data and text‐intensive industry, adoption remains cautious and uneven.
Aisling Owen +2 more
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