English  |  正體中文  |  简体中文  |  Items with full text/Total items : 58273/91818 (63%)
Visitors : 13797706      Online Users : 44
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/118808

    Title: The linkage between life insurer spread behaviour and credit swap transaction: policyholder protection analysis
    Authors: Lin, Jyh-Horng;Lii, Pei-Chi;Huang, Fu-Wei;Chen, Shi
    Keywords: Insurer spread behaviour;profit-sharing policy;credit swap transaction;policyholder protection
    Date: 2020-01-28
    Issue Date: 2020-06-30 12:10:22 (UTC+8)
    Publisher: Applied Economics
    Abstract: The paper develops a contingent claim model to evaluate the equity of a life insurer when the
    insurer could act as a protection buyer or a protection seller in a credit swap transaction market.
    The investment market and the life insurance market faced by the insurer are assumed to be
    imperfectly competitive in order to capture the insurer’s asset-leading or liability-reducing spread
    behaviour. This paper complements the insurance literature by analysing how the effects of credit
    swap transactions on insurer spread behaviour and policyholder protection, and how they might
    differ across various degrees of capital regulation, premature default risk, and profit-sharing
    participation. Our findings offer some useful insights for achieving the stability of the insurance
    Relation: Applied Economics 52(33), p.3600-3613
    DOI: 10.1080/00036846.2020.1715337
    Appears in Collections:[Graduate Institute & Department of International Business] Journal Article

    Files in This Item:

    File Description SizeFormat

    All items in 機構典藏 are protected by copyright, with all rights reserved.

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback