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| Author: | Baranoff, E.G. Sager, T.W. |
| Title: | The relations among asset risk, product risk, and capital in the life insurance industry |
| Journal: | Journal of Banking and Finance
2002 : JUN, VOL. 26:6, p. 1181-1197 |
| Index terms: | ASSETS CAPITAL EQUATIONS LIFE INSURANCE PRODUCTS RISK |
| Language: | eng |
| Abstract: | This paper explores the relation between capital and risk in the life insurance industry in the period after the adoption of life risk-based capital (RBC) regulation. To examine this issue, the authors use a simultaneous-equation partial-adjustment model. Three equations express the interrelations among capital and two measures of risk: product risk and asset risk. |
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