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    题名: COVID-19, insurer board utility, and capital regulation
    作者: Li, Xuelian;Lin, Panpan;Lin, Jyh-Horng
    关键词: Optimal guaranteed rate;Board utility;COVID-19;Capital regulation
    日期: 2020-10
    上传时间: 2020-12-08 12:10:15 (UTC+8)
    出版者: Finance Research Letters
    摘要: This paper develops a down-and-out call option model by introducing a structural break in volatility to capture the coronavirus (COVID-19) outbreak. The life insurer's equity and its board’s utility are evaluated at the optimal guaranteed rate in the equity maximization. Results suggest that the seriousness degree of the COVID-19 outbreak and capital regulation enhance the optimal guaranteed rate and the board's utility. Increased the board's utility by increasing liabilities costs insurer profitability. Conflicts of incentives can arise during the COVID-19 outbreak.
    關聯: Finance Research Letters 36, 101659
    DOI: 10.1016/j.frl.2020.101659
    显示于类别:[國際企業學系暨研究所] 期刊論文

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