Results 211 to 220 of about 4,282,132 (297)

Capitalising (on) industrial epidemics: examining the influence of the 'Big Three' asset managers on corporate governance in key health-harming commodity industries. [PDF]

Global Health
Wood B, Slater S, Friel S, Schram A, Frank N, Sacks G.   +5 more
europepmc   +1 more source

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, Chien‐Ling Lo, You‐Jia Sun, Hao‐Han Chang   +3 more
wiley   +1 more source

When indemnity insurance fails: Parametric coverage under binding budget and risk constraints

Journal of Risk and Insurance, EarlyView.
Abstract In high‐risk environments, traditional indemnity insurance is often unaffordable or ineffective, despite its well‐known optimality under expected utility. We compare excess‐of‐loss indemnity insurance with parametric insurance within a common mean‐variance framework, allowing for fixed costs, heterogeneous premium loadings, and binding budget ...
Benjamin Avanzi, Debbie Kusch Falden, Mogens Steffensen   +2 more
wiley   +1 more source

Medicolegal Implications in Orthopaedic Surgery: The Emerging Challenges of Artificial Intelligence and Robotic Integration. [PDF]

Indian J Orthop
Jawaraya PV, Bettaswamy S.
europepmc   +1 more source

Insurance as commitment?

Journal of Risk and Insurance, EarlyView.
Abstract Most insurance decisions combine risk management and an intertemporal dimension. Yet while non‐canonical behavioral models have been applied extensively to the risk management aspect, they are mostly missing from the intertemporal component. We expand insurance demand theory by showing that individuals who perceive themselves as present‐biased
Andreas J. Dambaur, Johannes G. Jaspersen   +1 more
wiley   +1 more source

The impact of sustainable development on the relevance of accounting information and financial activities: Evidence from Thailand. [PDF]

PLoS One
Moolkham M.
europepmc   +1 more source

Dynamic reward-penalty incentives and occupational health governance: an evolutionary game analysis with public health implications. [PDF]

Front Public Health
Li Y, Fang D, Lou T, Jiang L.
europepmc   +1 more source

Information‐Theoretic Approach to Financial Market Modeling

Mathematical Finance, EarlyView.
ABSTRACT The paper treats the financial market as a communication system, using four information‐theoretic assumptions to derive an idealized model with only one parameter. State variables are scalar stationary diffusions. The model maximizes the surprisal of the market and minimizes the Kullback–Leibler divergence between the benchmark‐neutral pricing
Eckhard Platen
wiley   +1 more source

A Testability Strategy Optimization Method Under Multi-Valued Dependency Condition Based on Deep Reinforcement Learning. [PDF]

Entropy (Basel)
Zhang C, Zhang Y, Wang F, Su X, Dong Z, Zuo L.   +5 more
europepmc   +1 more source

Coordinating Bank Dividend and Capital Regulation

Mathematical Finance, EarlyView.
ABSTRACT This paper examines how state‐dependent dividend restrictions (taxes and bans) and capital requirements influence a bank's capital buffer accumulation and risk‐taking decisions. In the model, the bank distributes dividends and issues costly equity to maximise shareholder value, while its loans generate stochastic income under time‐varying ...
Salvatore Federico, Andrea Modena, Luca Regis   +2 more
wiley   +1 more source