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The impact of health-promoting efforts by older individuals on the design of long-term care insurance: the application of IoT technology
‘Internet of Things’ (IoT) devices provide insurance companies with real-time data about insured assets or individuals for more precise risk...
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The tontine and the public sphere: Ireland and Scotland compared, 1772–1850
Recently, there has been a surge of interest in tontines, including their history and potential modern applications. While scholarly work has...
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Can an actuarially unfair tontine be optimal?
A one-period tontine is a collective investment fund in which every participant enters with an initial contribution, but only those participants who...
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Internalising externality: the impact of environmental pollution liability insurance on the green transformation of Chinese heavy-polluting firms
Environmental protection and green development have become a common goal for countries and organisations worldwide, increasing pressure on firms to...
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Discretionary decisions in capital requirements under Solvency II
European insurers are allowed to make discretionary decisions in the calculation of Solvency II capital requirements. These choices include the...
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The effects of selection and moral hazard in additional health insurance in a universal healthcare system: evidence from Taiwan
In this study, we investigate the effect of both voluntary private health insurance and compulsory social health insurance on the utilization of...
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Technology investment and insurer efficiency
We examine the role of technology expense and asset data items with insurer efficiency. We show that insurers increasing investment in technology...
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Do insurance stress tests matter? Evidence from the EU-wide insurance stress tests
This study examines market reactions to EU-wide insurance stress tests, providing the first analysis of this nature for the insurance sector....
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Sharpe-optimal volatility futures carry
Holding volatility as part of an institutional portfolio is often found not to benefit the overall characteristics of the resulting portfolio. This...
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ESG index performance: European evidence
ESG investing and its financial performance is nowadays a hot topic luring the attention of all economic agents. All developed financial markets...
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Cost mitigation of factor investing in emerging equity markets
At the beginning of factor investing research, the investment universe concentrated on developed markets and transaction costs were paid little...
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ESG risk and returns implied by demand-based asset pricing models
We investigate how changes in demand for Environment, Social and Governance (ESG) characteristics affect stock prices. We consider three scenarios:...
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Optimal trend-following rules in two-state regime-switching models
Academic research on trend-following investing has almost exclusively focused on testing various trading rules’ profitability. However, all existing...
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The effect of corporate risk management on cyber risk mitigation: Evidence from the insurance industry
We examine how corporate risk management can be used to address a firm’s vulnerability to cyber risk. We use a large, novel dataset on cyber risk and...
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Wealth and familiarity bias: sin stocks investment in Europe
Our study investigates the relationship between European society’s wealth and how they invest in sin stocks—stocks of listed firms involved in...
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Crypto-asset regulatory landscape: a comparative analysis of the crypto-asset regulation in the UK and Germany
The purpose of this research paper is to compare and analyse how crypto-assets are regulated in the UK and Germany. The aim is to understand and...
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Endowment asset allocations: insights and strategies
Using monthly data from 1997 to 2023, we construct mean-variance optimized portfolios of common university endowment asset classes, including...
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Modeling paid-ups in life insurance products for risk management
Life insurance companies are subject to various risks related to universal life products. One such risk-paid-up-arises when policyholders, at some...
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The effect of microinsurance on the financial resilience of low-income households in Ghana: evidence from a propensity score matching analysis
Microinsurance has emerged as a potential way to fortify the financial resilience of low-income households by providing a safety net against economic...
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Microinsurance in Ghana: investigating the impact of Outreville's four-factor framework and firm and product characteristics on adoption
Microinsurance is a risk management tool for low-income households. However, its adoption is low in Ghana. This study examines the determinants of...