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    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/119688

    題名: A simple model of financial grey rhino under insurer capital regulation: an extension
    作者: Lin, Jyh-Horng;Chang, Chuen-Ping;Chen, Shi
    關鍵詞: financial grey rhino;absolute risk aversion;optimal guaranteed rate;insurer capital regulation
    日期: 2020-11-15
    上傳時間: 2020-12-08 12:10:19 (UTC+8)
    出版者: Applied Economics
    摘要: In a recent paper, Huang (2020) proposes a contingent claim model of financial grey rhino under capital regulation. A preliminary result is that stringent capital regulation enhances the insurer's survival, thereby contributing to insurance stability. In this note, we critically evaluate her objective setting and refine the comparative statics by developing a contingent claim utility model. We show that stringent capital regulation helps policyholder protections, but at the expense of the insurer's equity return, thus adversely affecting insurer survival.
    關聯: Applied Economics
    顯示於類別:[國際企業學系暨研究所] 期刊論文





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