Zobrazeno 1 - 10
of 52
pro vyhledávání: '"James M. Carson"'
Publikováno v:
Journal of Risk and Insurance. 90:521-557
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b11b433c8142b6719a429ac04fe2a30
https://doi.org/10.1111/jori.12412
https://doi.org/10.1111/jori.12412
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cd8a5338768b99c76d5a6e4f1b9e9039
https://doi.org/10.2139/ssrn.4032821
https://doi.org/10.2139/ssrn.4032821
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f33141333083f5d97049da8821fcca25
https://doi.org/10.2139/ssrn.4132779
https://doi.org/10.2139/ssrn.4132779
Publikováno v:
Journal of Risk and Insurance. 87:689-718
We develop a model of insurance pricing under heterogeneous lapse rates with asymmetric information about lapse likelihood within the context of an optional two‐part tariff as a screening device for future policyholder behavior. We then test for co
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dbc0f44c55957701646fc09c439ca21b
https://doi.org/10.1111/jori.12283
https://doi.org/10.1111/jori.12283
Publikováno v:
Journal of Risk and Insurance. 85:787-809
Loss reserves are a discretionary tool for managing insurer earnings, with more accurate and/or less volatile reserve errors resulting in higher accruals quality. We investigate whether accruals quality is related to insurer financial strength rating
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c9de4300fc0b9768a0bac5a49fb1ed77
https://doi.org/10.1111/jori.12179
https://doi.org/10.1111/jori.12179
Publikováno v:
Journal of Insurance and Finance. 27:81-105
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::794643e12fc7481d5b937e9fa3e95fa6
https://doi.org/10.23842/jif.2016.27.1.004
https://doi.org/10.23842/jif.2016.27.1.004
Publikováno v:
North American Actuarial Journal. 19:256-272
We study optimal insurance, consumption, and portfolio choice in a framework where a family purchases life insurance to protect the loss of the wage earner's human capital. Explicit solutions are obtained by employing constant absolute risk aversion
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6fc8be7999662af8eb33c9906c66128f
https://doi.org/10.1080/10920277.2015.1041987
https://doi.org/10.1080/10920277.2015.1041987
Autor:
Michael D. Eriksen, James M. Carson
Publikováno v:
Journal of Risk and Insurance. 84:7-34
INTRODUCTION Arrow (1963) first speculated that economic factors may lead some homeowners to commit arson on their own property due to moral hazard. (1) While empirical evidence regarding the influence of economic factors on the incidence of property
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a99d73a3d08e09d8673915d22e46b425
https://doi.org/10.1111/jori.12089
https://doi.org/10.1111/jori.12089
Publikováno v:
Scandinavian Actuarial Journal. 2016:793-816
We solve an optimal portfolio choice problem under a no-borrowing assumption. A duality approach is applied to study a family’s optimal consumption, optimal portfolio choice, and optimal life insurance purchase when the family receives labor income
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58caec613771349bac78ab2ad2fdfde8
https://doi.org/10.1080/03461238.2015.1025822
https://doi.org/10.1080/03461238.2015.1025822
Publikováno v:
Asia-Pacific Journal of Risk and Insurance.
We extend Kliger and Levikson’s approach for pricing insurance contracts by considering the influence of insurer capital on the price of insurance contracts. In the context of a multi-line insurer, we analyze how to arrive at the optimal price, num
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::758fc3583e18ae28982114a3f94712ce
https://doi.org/10.1515/apjri-2017-0018
https://doi.org/10.1515/apjri-2017-0018