Zobrazeno 1 - 10
of 27
pro vyhledávání: '"Etti G. Baranoff"'
Publikováno v:
Quantitative Finance and Economics, Vol 3, Iss 1, Pp 145-164 (2019)
This paper is an historical study—with implications for the present—of the extent to which the life insurance industry contributed to systemic risk prior to the 2008 financial crisis by using derivatives to hedge product and asset risks. First, w
Externí odkaz:
https://doaj.org/article/33d6fcc035d2445683d050189431fe10
Publikováno v:
The American Journal of Managed Care. 27:e123-e129
OBJECTIVES: Proponents of a single-payer or public option health care system often cite the lower administrative expenses in public Medicare compared with those in private Medicare, claiming that this difference represents efficiency. We check the va
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2465303d5f0a42a2f0a6499e34b2a819
https://doi.org/10.37765/ajmc.2021.88621
https://doi.org/10.37765/ajmc.2021.88621
Publikováno v:
Quantitative Finance and Economics, Vol 3, Iss 1, Pp 145-164 (2019)
This paper is an historical studyjwith implications for the presentjof the extent to which the life insurance industry contributed to systemic risk prior to the 2008 financial crisis by using derivatives to hedge product and asset risks. First, we pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7b2f9ca915311d4b7b5ff1303312ae5
https://www.aimspress.com/article/10.3934/QFE.2019.1.145/fulltext.html
https://www.aimspress.com/article/10.3934/QFE.2019.1.145/fulltext.html
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9131b9986bbc28f68f9b3f9b05054fdd
https://doi.org/10.2139/ssrn.4192582
https://doi.org/10.2139/ssrn.4192582
Publikováno v:
SSRN Electronic Journal.
Using the U.S. Health insurance industry data, we create indices for healthcare utilization and loss ratios by insured sub-populations for 2006-2014 and link to the introduction of the ACA by setting 2010 as base year. The indices may be used to info
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab750c618ca3345447cf3670016c09cb
https://doi.org/10.2139/ssrn.2824635
https://doi.org/10.2139/ssrn.2824635
Publikováno v:
Asia-Pacific Journal of Risk and Insurance. 10
Recently, concerns have been raised about the systemic financial threat potentially posed by life insurers. In part, these concerns have arisen because of life insurer involvement in the sales of variable annuity products with put-like performance gu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fdf6474b46e31694a4334c802df29982
https://doi.org/10.1515/apjri-2016-0001
https://doi.org/10.1515/apjri-2016-0001
Autor:
Etti G. Baranoff
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 37:401-404
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ceaef6a24761536a9b49cfdfc9cb28ad
https://doi.org/10.1057/gpp.2012.28
https://doi.org/10.1057/gpp.2012.28
Autor:
Etti G. Baranoff, Thomas W. Sager
Publikováno v:
The Geneva Papers on Risk and Insurance - Issues and Practice. 36:348-379
In this study we compare the interplay between capital and asset risks before and during the 2007–2009 financial crisis for the U.S. life and health insurance industries partitioned into segments by product specialisation, size and governance. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c11be38bd7694ee22f35661ba7dc8e7a
https://doi.org/10.1057/gpp.2011.15
https://doi.org/10.1057/gpp.2011.15
Autor:
Etti G. Baranoff, Thomas W. Sager
Publikováno v:
The Geneva Papers on Risk and Insurance Issues and Practice. 34(1):100-118
In this paper, we explore U.S. life insurers’ exposure to mortgage backed securities (MBS) and its potential impact on capital should the credit ratings of these bonds be lowered. We analyse 2 years: 2003 (well before the realisation of problems wi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d6ab144c8eeb8feaa613b289555f19e3
http://www.palgrave-journals.com/gpp/journal/v34/n1/full/gpp200840a.html
http://www.palgrave-journals.com/gpp/journal/v34/n1/full/gpp200840a.html
Autor:
Thomas W. Sager, Etti G. Baranoff
Publikováno v:
The Geneva Papers on Risk and Insurance Issues and Practice. 34:242-259
In this paper we examine the impact of asset allocation strategies on the investment performance of life insurers in the U.S. We are especially interested in comparing the effects of active portfolio management to the effects of passive holding strat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0a2890ff4564ab34d33ac6888c583df
http://www.palgrave-journals.com/gpp/journal/v34/n2/full/gpp20095a.html
http://www.palgrave-journals.com/gpp/journal/v34/n2/full/gpp20095a.html