Capital, aggregate risk, insurance prices and regulation

DOI10.1016/J.INSMATHECO.2021.05.003MaRDI QIDQ2234759zbMATH OpenOpenAlexFDO

Authors A. Subramanian, Jinjing Wang

Publication date 19 October 2021

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.05.003

zbMATH Keywords

aggregate asset riskaggregate liability riskgeneral equilibriuminsurance pricesinsurance regulation

Mathematics Subject Classification ID

General equilibrium theory (91B50) Actuarial mathematics (91G05)

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Cites work

• Microeconomic theory
• Monte Carlo simulation of macroeconomic risk with a continuum of agents: the general case
• Shadow insurance

Cited in

(10)

• Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims
• The fluctuations of insurers' risk appetite
• Shadow insurance
• The Liability Regime of Insurance Pools and Its Impact on Pricing
• RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS
• Regulatory measures for distressed insurance undertakings: a comparative study
• Insurance Planning Models
• Aggregate fluctuations, interest rates, and repeated insurance under private information
• Optimal design of bank regulation under aggregate risk
• On the regulator-insurer interaction in a structural model

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