Results 31 to 40 of about 435,179 (262)
Journal of Agriculture and Food Research, 2023 Risks, risk management techniques and the willingness to insure poultry farms by poultry farmers in Ghana were explored. Random Parameter Logit (RPL) and Conditional Logit (CL) models were used for the analysis.
Richard Kwasi Bannor +5 more
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PENERAPAN METODE BAYES DALAM MENGESTIMASI PREMI RISIKO PADA ASURANSI PENYAKIT KRITIS
E-Jurnal Matematika, 2020 The high number of critical illness cases and the rising medical cost affect the number of insurance claimed. It can be a problem for the insurance company in estimating future claim trend to decide the risk premium cost, so that we need a method to ...
SISILIA MARTINA UTAMI AGUSTINI +2 more
doaj +1 more source
Downside Variance Risk Premium [PDF]
SSRN Electronic Journal, 2015 We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk ...
Bruno Feunou +2 more
openaire +2 more sources
Entrepreneurship and Risk Premium
Small Business Economics, 2004 This article deals with the measurement and determination of entrepreneurship. It utilises the issue of the absence of the entrepreneur from neoclassical theory and uses the theory of portfolio management to establish a model connecting risk premium with the entrepreneurship premium.
openaire +2 more sources
The Equity Risk Premium: A Solution? [PDF]
Journal of Monetary Economics, 1988 Abstract In ‘The Equity Risk Premium: A Puzzle’, Mehra and Prescott (1985) developed an Arrow-Debreau asset pricing model. They rejected it because it could not explain high enough equity risk premia. They concluded that only non-Arrow-Debreu models would solve this ‘puzzle’.
Rajnish Mehra, Edward C. Prescott
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Pricing Liquidity Risk with Heterogeneous Investment Horizons [PDF]
, 2020 We develop an asset pricing model with stochastic transaction costs and investors with heterogeneous horizons. Depending on their horizon, investors hold different sets of assets in equilibrium.
Beber, A. +3 more
core +1 more source
What Risk Premium is 'Normal'? [PDF]
SSRN Electronic Journal, 2002 We are in an industry that thrives on the expedient of forecasting the future by extrapolating the past. As a consequence, investors have grown accustomed to the idea that stocks "normally" produce an 8% real return and a 5% risk premium over bonds, compounded annually over many decades. Why? Because long-term historical returns have been in this range,
Robert D. Arnott, Peter L. Bernstein
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The Fundamental Equity Premium and Ambiguity Aversion in an International Context
Risks, 2018 Stocks are riskier than bonds. This causes a risk premium for stocks. That the size of this premium, however, seems to be larger than risk aversion alone can explain the so-called “equity premium puzzle”.
Minh Hai Ngo +2 more
doaj +1 more source
Risk management and the credit risk premium [PDF]
Journal of Banking & Finance, 2001 Abstract This paper shows how the credit risk premium affects firms' optimal hedging strategies. The model predicts that if the credit risk premium is relatively small, firms use convex hedging strategies. If the credit risk premium is relatively large, firms use concave hedging strategies.
openaire +2 more sources
Journal of Applied Science and EngineeringIn the insurance market, determining fair and acceptable premium rates requires an accurate evaluation of risk. In the context of earthquake damage, the Peak Ground Acceleration (PGA) level is essential for assessing the intensity of ground shaking and ...
Devni Prima Sari +4 more
doaj +1 more source