淡江大學機構典藏:Item 987654321/121417
English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 64191/96979 (66%)
造訪人次 : 8532109      線上人數 : 8719
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧：
  • 您可在西文檢索詞彙前後加上"雙引號"，以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋，建議至進階搜尋限定作者欄位，可獲得較完整資料
    •  進階搜尋


    請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/121417


    題名: Changes in Risk and the Demand for Coinsurance for Economically Important Individuals
    其他題名: 風險轉換與經濟重要性個人之共同保險需求
    作者: Tzu‑Ying Chen
    關鍵詞: stochastic dominance;almost stochastic dominance;demand for coinsurance
    日期: 2021-09-30
    上傳時間: 2021-09-30 12:11:22 (UTC+8)
    出版者: 臺灣財務金融學會
    摘要: This paper provides the necessary and sufficient conditions such that economically important individuals, as suggested by Tsetlin et al. (2015), demand a higher coinsurance rate when they face a change in the underlying loss distribution. We further study this issue by classifying the changes in risk into: (1) an increase in the severity of loss, and (2) an increase in the probability of loss. Finally, we provide a numerical example to demonstrate the usefulness of the proposed approach.
    關聯: Journal of Financial Studies 29(3), p.61-90
    DOI: 10.6545/JFS.202109_29(3).0002
    顯示於類別:[風險管理與保險學系] 期刊論文

    文件中的檔案:

    檔案 大小格式瀏覽次數
    index.html0KbHTML87檢視/開啟

    在機構典藏中所有的資料項目都受到原著作權保護.

    TAIR相關文章

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