haku: @indexterm LIFE INSURANCE / yhteensä: 128
viite: 12 / 128
| Tekijä: | Baranoff, E.G. Sager, T.W. |
| Otsikko: | The relations among asset risk, product risk, and capital in the life insurance industry |
| Lehti: | Journal of Banking and Finance
2002 : JUN, VOL. 26:6, p. 1181-1197 |
| Asiasana: | ASSETS CAPITAL EQUATIONS LIFE INSURANCE PRODUCTS RISK |
| Kieli: | eng |
| Tiivistelmä: | 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. |
SCIMA