Keywords: G22; D81; D82; D86; Incomplete information; State dependent utility; Complete insurance; Partial insurance; Production costs; Expenses; Competitive markets; Monopolistic markets;
مقالات ISI (ترجمه نشده)
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Keywords: Dividend; Dynamic programming principle; General diffusion; Optimization; Regime-switching; C61; G35; G22; IM13; IE20; IB63;
Keywords: D81; G22; 3140; 3920; Communication; Decision making; Framing; Preference uncertainty; Risk perception;
Keywords: G22; G23; H55; Superannuation systems; Pension systems; Pension reforms; Inequality; Redistribution; Demographics; Gender economics;
Keywords: C33; G22; O16; Life insurance premium; Real GDP; Panel SURADF test; Half-life; Panel cointegration;
Keywords: G12; G13; G16; G22; G58; Option pricing; Time Jump processes; Exponential affine stochastic discount factor; Minimal Entropy Martingale Measure; S&P 500; CAC 40;
Keywords: C61; G02; G11; G22; Compound Poisson process; Casualty loss; Consumption; Optimal investment; Stochastic control;
Keywords: G10; G22; J10; N97Life insurance penetration; Demography; Financial; Determinants; Africa
Keywords: G01; G21; G22; G23; G28Systemic risk; Banking crises; Financial institutions
Keywords: Contagion; Liquidity; Spillover; Financial stability; Global financial crisis; Flight to quality; Eurozone equity; Financial integration; Eurozone crisis; F3; F21; F42; E3; P4; O52; O47; P51; G10; G12; G14; G15; G22; G33;
Keywords: G22; G32; M41; Legal liabilities; Directors' and officers' (D&O) insurance; Cost of equity; Investor protection;
Ex ante and ex post effects of hybrid index insurance in Bangladesh
Keywords: Index insurance; Risk and uncertainty; Agriculture; Bangladesh; O12; O13; Q12; G22;
Optimal reinsurance under risk and uncertainty on Orlicz hearts
Keywords: G22; G32; C61; 91B30; 90C48; 90C46; Risk and uncertainty; Orlicz heart; Robust representation; Optimal reinsurance problem; Dual approach;
Risk aggregation in Solvency II through recursive log-normals
Keywords: G22; G28; Clayton copula; Cornish-Fisher; Moment matching; Recursive skewness; Standard formula; Sum of log-normals;
Solvency II reporting: How to interpret funds' aggregate solvency capital requirement figures
Keywords: C630; G12; G22; Solvency II; Insurance companies; Funds; Solvency capital requirements; Worst-case analysis;
Cliquet-style return guarantees in a regime switching Lévy model
Keywords: G13; G22; Insurance contracts; Cliquet-style guarantee; Ratchet-type guarantee; Annual guarantee; Regime switching; Lévy model; Fourier pricing;
Do disaster experience and knowledge affect insurance take-up decisions?
Keywords: D03; D14; G22; M31; O16; O33; Q12; Insurance; Take-up; Game; Experience; Knowledge;
Redistribution of longevity risk: The effect of heterogeneous mortality beliefs
Keywords: C71; C78; G22; J11; Risk redistribution; Longevity risk; Nash bargaining; Heterogeneous beliefs; Natural hedge potential;
Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model
Keywords: C61; G11; G22; DC pension plan; Default risk; Constant elasticity of variance (CEV) model; Mean-variance criterion; Time-consistency;
Evaluation of credit value adjustment in K-forward
Keywords: C13; C15; G22; Credit value adjustment; K-forward; Longevity risk; Multivariate time series; Risk-neutral default probability;
Medicaid program choice, inertia and adverse selection
Keywords: D82; G22; I13; I18; Medicaid; Managed care; Inertia; Adverse selection;
Differential equations connecting VaR and CVaR
Keywords: C65; G11; G12; G22; 91B06; 91B30; 91G99; 90C90; 34A30; VaR and CVaR; Differential equations; VaR representation theorem; Risk optimization and probabilistic constraints; Risk and marginal risk estimation;
Wealth and risk implications of the Dodd-Frank Act on the U.S. financial intermediaries
Keywords: G21; G22; G32; G34; Banks; Financial institutions; Dodd-Frank Act; Event study; SUR;
Cash holdings between public and private insurers â a partial adjustment approach
Keywords: Cash holdings; Excess cash; Property-liability insurance; Private firm; Mutual insurer; Partial adjustment; G22; G32;
A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds
Keywords: Actuarial science; Non-linear time-series; Mortality/longevity risk; Securitization; Risk-cubic pricing; C01; C22; G22; G23;
Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective
Keywords: G22; 62P05; 91B30; Chain Ladder; Claims reserve; Best estimate; Direct compensation; Multistate model; Copula; Dependence;
Does economic policy uncertainty drive CDS spreads?
Keywords: G12; G13; G22; P16; Credit default swaps; Credit protection; Economic policy uncertainty;
Longevity bond pricing under the threshold CIR model
Keywords: Mean reversion; Threshold CIR model; Longevity bonds; Longevity models; Interest rate; C03; G12; G22;
A utility- and CPT-based comparison of life insurance contracts with guarantees
Keywords: Cumulative prospect theory; Life and pension insurance; Portfolio choice; Mortality; G11; G13; G22;
Consolidation and systemic risk in the international insurance industry
Keywords: G22; G01; G34Financial crises; Insurance industry; Systemic risk; Consolidation; Mergers
A risk model with renewal shot-noise Cox process
Keywords: G22; C10; C60; primary; 91B30; secondary; 60J75; 65C05; Risk model; Ruin probability; Renewal shot-noise Cox process; Piecewise-deterministic Markov process; Martingale method; Importance sampling; Change of probability measure; Rare-event simulation;
The strategic role of reinsurance in the United Kingdom's (UK) non-life insurance market
Keywords: G22; G32; Reinsurance; Insurance; Strategy; United Kingdom;
Insurance demand and first-order risk increases under (μ,Ï)-preferences revisited
Keywords: D81; G22; D11; D14; Mean-variance preferences; Insurance demand; Relative risk aversion; Elasticity of risk aversion;
Longevity risk, cost of capital and hedging for life insurers under Solvency II
Keywords: G22; G23; G32; Capital management; Solvency; Longevity risk; Reinsurance; Securitisation;
Stock market returns and annuitization
Keywords: D14; G11; G22; H55Annuities; Retirement income; Myopic extrapolation; Elderly
Natural catastrophe insurance: How should the government intervene?
Keywords: G22; G28; H11; H84Insurance; Natural catastrophe; Externalities; Government intervention; Strong Nash equilibrium
Why do some insurers become systemically relevant?
Keywords: G22; G01; G34Financial crises; Insurance industry; Systemic risk
Development and freedom as risk management
Keywords: O15; O16; G22; G18; Insurance; Risk; Freedom; Development;
Modeling dependencies in claims reserving with GEE
Keywords: C13; C33; G22; 62H20; 62J99; 62P05; IM10; IM20; IM40; Claims reserving; Dependency modeling; Generalized estimating equations; Model selection criterion; Mean square error estimation;
Optimal dividends and ALM under unhedgeable risk
Keywords: G22; G31; G35; 93E20; 62P05; Optimal dividends; ALM; Unhedgeable risk; Stochastic control theory; HJB equation;
Pricing participating products with Markov-modulated jump-diffusion process: An efficient numerical PIDE approach
Keywords: G13; G22; D52; Participating products; Generalized jump-diffusion model; Markov-switching compensator; Esscher transform; Reduction of dimensionality; Collocation method;
Legal effort and optimal legal expenses insurance
Keywords: K40; K41; G22; Insurance; Moral hazard; Legal effort; Conditional fee; Optimal contracts;
Financing of employer sponsored health insurance plans before and after health reform: What consumers don't know won't hurt them?
Keywords: K31; K22; K32; G22; I13; I18; J32; Regulatory arbitrage; Self-insurance; Employer sponsored health insurance; Consumer protection; Health care reform;
Pricing rainfall futures at the CME
Keywords: G19; G29; G22; Q59; Weather derivatives; Precipitation; Esscher transform; Market price of risk;
Insurance demand and country risks: A nonlinear panel data analysis
Keywords: Insurance demand; Panel smooth transition regression; Political risk; Financial risk; Economic risk; C33; G22; O16;
The dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price
Keywords: D81; F23; G22; G31Financial risk; Economic risk; Political risk; Country risk ratings; ARDL
Supply uncertainty of the bond investor base and the leverage of the firm
Keywords: G1; G2; G3; G22; G23; G32Institutional investors; Corporate bonds; Bond capital supply uncertainty; Capital structure; Investor base
Optimal annuitization, uncertain survival probabilities, and maxmin preferences
Keywords: D11; D81; G11; G22; Demand for annuities; Uncertain survival probabilities; Uncertainty aversion; Maxmin;
The welfare effect of income tax deductions for losses as insurance: Insured- versus insurer-sided adverse selection
Keywords: D82; H24; G22; Income tax deductions for losses; Informed insurer; Adverse selection;
Competitive insurance market in the presence of ambiguity
Keywords: D80; D82; G22; Ambiguity; Competitive equilibrium; Insurance market; Risk;