淡江大學機構典藏:Item 987654321/118808
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    題名: The linkage between life insurer spread behaviour and credit swap transaction: policyholder protection analysis
    作者: Jyh-Horng Lin;Pei-Chi Lii;Fu-Wei Huang;Shi Chen
    關鍵詞: Insurer spread behaviour;profit-sharing policy;credit swap transaction;policyholder protection
    日期: 2020-07-14
    上傳時間: 2020-06-30 12:10:22 (UTC+8)
    出版者: Applied Economics
    摘要: 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
    system.
    關聯: Applied Economics 52(33), p.3600-3613
    DOI: 10.1080/00036846.2020.1715337
    顯示於類別:[國際企業學系暨研究所] 期刊論文

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