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71.
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73.
Alexander Mahr 《Journal of Economics》1956,16(1-2):3-16
Ohne Zusammenfassung 相似文献
74.
Alexander Kling ; Andreas Richter† ; Jochen Ru߇ 《The Journal of risk and insurance》2007,74(3):571-589
This article analyzes the numerical impact of different surplus distribution mechanisms on the risk exposure of a life insurance company selling with profit life insurance policies with a cliquet‐style interest rate guarantee. Three representative companies are considered, each using a different type of surplus distribution: a mechanism, where the guaranteed interest rate also applies to surplus that has been credited in the past, a slightly less restrictive type in which a guaranteed rate of interest of 0 percent applies to past surplus, and a third mechanism that allows for the company to use former surplus in order to compensate for underperformance in “bad” years. Although at the outset all contracts offer the same guaranteed benefit at maturity, a distribution mechanism of the third type yields preferable results with respect to the considered risk measure. In particular, throughout the analysis, our representative company 3 faces ceteris paribus a significantly lower shortfall risk than the other two companies. Offering “strong” guarantees puts companies at a significant competitive disadvantage relative to insurers providing only the third type of surplus distribution mechanism. 相似文献
75.
We investigate whether a rare event (like the default of the annuity provider) can explain the annuity market participation puzzle. High risk aversion is needed to change behavior in the presence of such a disastrous shock but higher risk aversion also makes annuities more valuable. Therefore, these rare events are unlikely candidates to explain the low take-up of voluntary annuities: the conclusion is robust to disentangling risk aversion from intertemporal substitution and to allowing portfolio investment in a stock market index. 相似文献
76.
This paper analyzes explicit buy recommendations for stockspublished by German Personal Finance Magazines from 1995 to2003. These recommendations earn significant abnormal returnsof 2.58% within the five days around the publication day. Boththe price-pressure hypothesis and the information hypothesiscan be confirmed by our data. The price-pressure effect is mostevident for small stocks and glamour stocks. However, whereasthe initial price reaction to small stocks is additionally drivenby permanent information value, this does not hold true forglamour stocks. In contrast, value stocks are associated withhigh cumulative abnormal returns that are solely driven by informationvalue. 相似文献
77.
In this paper, we consider the valuation of a synthetic collateralized debt obligation (CDO), a pool of underlying credit risky securities, “partitioned” into several tranches, each of which absorbs losses in accordance with its size and seniority. We derive a closed-form solution for credit spreads of the tranches of homogeneous pools and find an approximation for the credit spreads of inhomogeneous pools. The method leads to an accurate estimation of the credit spreads of synthetic CDOs and can be used in risk management applications. 相似文献
78.
A. Alexandre Trindade Stan Uryasev Alexander Shapiro Grigory Zrazhevsky 《Journal of Banking & Finance》2007
A new class of asymmetric loss functions derived from the least absolute deviations or least squares loss with a constraint on the mean of one tail of the residual error distribution, is introduced for analyzing financial data. Motivated by risk management principles, the primary intent is to provide “cautious” forecasts under uncertainty. The net effect on fitted models is to shape the residuals so that on average only a prespecified proportion of predictions tend to fall above or below a desired threshold. The loss functions are reformulated as objective functions in the context of parameter estimation for linear regression models, and it is demonstrated how optimization can be implemented via linear programming. The method is a competitor of quantile regression, but is more flexible and broader in scope. An application is illustrated on prediction of NDX and SPX index returns data, while controlling the magnitude of a fraction of worst losses. 相似文献
79.
We generalize the standard repeated‐games model of dynamic oligopolistic competition to allow for consumers who are long‐lived and forward looking. Each period leaves some residual demand to future periods and pricing in one period affects consumers' expectations about future prices. We analyze this setting for an indivisible durable good with price‐setting firms and overlapping cohorts of consumers. The model nests the repeated‐game model and the Coasian durable‐goods model as its two extreme cases. The analysis is mostly focused on constant‐price collusion but conditions for collusive recurrent sales are also identified. 相似文献
80.