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Premium adequacy risk management in non-life insurance [PDF]
Ekonomski Pogledi, 2015 The adequacy of insurance premium is vital to ensure the continuity of fulfillment the obligations of the insurance company. Factors, such as the inadequacy of models and data, the occurrence of catastrophic losses, changes in regulatory requirements and
Doganjić Jelena
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Revista Finanzas y Política Económica, 2021 Currently, there is no agreed method to estimate the Risk Premium accurately, therefore, different authors arrive at significantly different results when calculating the risk premium for a given country or industry.
Zocimo Campos +2 more
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The Effect of the Level of Firm Growth Rate on the Influence of Information Disclosure on Stock Risk Premium [PDF]
بررسیهای حسابداری و حسابرسی, 2020 Objective: The purpose of this study is to investigate the effect of the level of firm growth rate on the relationship between voluntary and mandatory disclosure of information and firm stock risk premium.
Ghazal Sadeghi Yakhdani +2 more
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Unearned premium risk and machine learning techniques
Frontiers in Applied Mathematics and Statistics, 2022 Insurance companies typically divide premiums into earned and unearned premiums. Unearned premium is the portion of premium that is allocated for the remaining period of a policy or premium that still needs to be earned.
Vajira Manathunga, Danlei Zhu
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Complexity, 2022 This study investigates the volatility risk premium on the emerging financial market. We also consider the expected return and ESG sentiment. Based on the SSE 50 ETF 5-minute high-frequency spots and daily options data from 2016 to 2021, we adopt ...
Zhaohua Liu +4 more
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International Journal of Financial Studies, 2021 The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior of time varying risk premium for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model.
Hira Aftab, A. B. M. Rabiul Alam Beg
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Evaluating the effect of accruals quality, investments anomaly and quality of risk on risk premium (return) of stock of listed companies in Tehran Stock Exchange [PDF]
Problems and Perspectives in Management, 2016 Nowadays, reaching to economic goals in any society requires public participation, which is only the result of people participation. Investment in stock market is one of people participation methods.
Seyed Kazem Ebrahimi +2 more
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Are Country and Size Risks Priced in the Brazilian Stock Market? [PDF]
BAR: Brazilian Administration Review, 2017 When estimating a firm’s cost of equity for valuation and other purposes in emerging markets without (or with only partial) capital market integration, many practitioners include a premium for country risk.
Antonio Zoratto Sanvicente +2 more
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Joining insured groups: how to split the emerging profit [PDF]
Insurance Markets and Companies, 2017 In the process of evaluating the premium of an insurance plan, one considers the risk arising from various uncertainties. The authors suppose for a plan whose net premium is p and the standard deviation is σ the premium including the risk factor will be ...
Elinor Mualem, Abraham Zaks
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ESTIMATING EQUITY RISK PREMIUM: THE CASE OF GREATER CHINA
Buletin Ekonomi Moneter dan Perbankan, 2019 The expected equity risk premium is a key input of many asset prcing models in nance. There exist a number of methods to estimate the risk premium. It is also well documented that the risk premium is time-varying.
Jie Zhu
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