The Liability Regime of Insurance Pools and Its Impact on Pricing
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Publication:4633995
DOI10.1080/10920277.2018.1462717zbMATH Open1457.91335OpenAlexW2521999661WikidataQ128898536 ScholiaQ128898536MaRDI QIDQ4633995FDOQ4633995
Authors: Lukas Reichel, Hato Schmeiser 
Publication date: 7 May 2019
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://www.alexandria.unisg.ch/251444/1/DVfVW%20Annual%20Meeting%202015%20Pool%20Insurance.pdf
Recommendations
- Risk capital allocation and cooperative pricing of insurance liabilities.
- Capital, aggregate risk, insurance prices and regulation
- Insurance premiums and default risk in mutual insurance
- Insurance pricing under ambiguity
- Liquidation risk in insurance under contemporary regulatory frameworks
- Pricing insurance premia: a top down approach
- Equilibrium recoveries in insurance markets with limited liability
- On the regulator-insurer interaction in a structural model
- Market-consistent valuation of insurance liabilities by cost of capital
Cites Work
- Option pricing when underlying stock returns are discontinuous
- Liaisons dangereuses: increasing connectivity, risk sharing, and systemic risk
- The influence of corporate taxes on pricing and capital structure in property-liability insurance
- A fair procedure in insurance
- Stock vs. mutual insurers: who should and who does charge more?
- Resolving an insurance allocation problem: a procedural approach
Cited In (5)
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