Results 81 to 90 of about 9,057 (304)
Optimal Retention for a Quota-Share Reinsurance
Jurnal Teknik Industri, 2018 The Indonesian Financial Services Authority (OJK) has instructed all insurance providers in Indonesia to apply a mandatory tariff for property insurance. The tariff has to be uniformly applied and the rule of set the maximum and minimum premium rates for
Lienda Noviyanti +3 more
doaj
Journal of Statistical Theory and Applications (JSTA)This study introduces a novel statistical family known as the Ristić-Balakrishnan-Heavy-Tailed-Type II Topp-Leone-G (RB-HT-TIITL-G). The research explores key statistical properties, including hazard rate function, quantile function, moments, stochastic ...
Gayan Warahena-Liyanage +2 more
doaj +1 more source
Differences in Opinion and Risk Premium [PDF]
When people agree to disagree, this paper examines the impact of the disagreement among agents on market equilibrium and equity premium. Within the standard mean variance framework, we consider a market of two risky assets, a riskless asset and two (and ...
Xue-Zhong He, Lei Shi
core
Exchange rates, macroeconomic fundamentals and risk aversion
, 2014 This paper proposes a theoretical model for determining the exchange rate based on the interaction between international bond markets with different maturities. The model accommodates the presence of risk premia between short- and long-term bonds.
Laborda, R., Olmo, J.
core +1 more source
Agribusiness, EarlyView.Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source
Cross-sectional Volatility and Stock Returns: Evidence for Emerging Markets
Vikalpa, 2016 Executive Summary Cross-sectional volatility measures dispersion of security returns at a particular point of time. It has received very little focus in research. This article studies the cross-section of volatility in the context of economies of Brazil,
Sanjay Sehgal, Vidisha Garg
doaj +1 more source
Macroeconomic and policy uncertainty and Exchange rate risk Premium [PDF]
The goal of this paper is to identify the main determinants of the risk premium in some European currency markets just before the EMU. To that extent, we start from Lucas (1982) exchange rate model and derive an analytical expression for the forward ...
Rodrigo Peruga Urrea +1 more
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Agribusiness, EarlyView.ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó +3 more
wiley +1 more source
Uncovered Interest Parity and the Risk Premium [PDF]
The aim of this study is to analyze the potential risk premium inherent in the uncovered interest parity (UIP) condition. In this approach the GARCH class models, including Component GARCH are used to measure the time-varying risk premium and the results
Morley, Bruce +2 more
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The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source