IDEAS home Printed from https://ideas.repec.org/a/onb/oenbfs/y2003i6b1.html
   My bibliography  Save this article

Systemic Risk Factors in the Insurance Industry and Methods for Risk Assessment

Author

Listed:
  • Gerald Krenn

    (Oesterreichische Nationalbank, Financial Markets Analysis and Surveillance Division)

  • Mario Oschischnig

Abstract

No abstract is available for this item.

Suggested Citation

  • Gerald Krenn & Mario Oschischnig, 2003. "Systemic Risk Factors in the Insurance Industry and Methods for Risk Assessment," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 6, pages 62-74.
    • Handle: RePEc:onb:oenbfs:y:2003:i:6:b:1
    as

    Download full text from publisher

    File URL: https://www.oenb.at/dam/jcr:889754c6-5cb2-4f90-b931-1f4b81175a08/fsr_06_risk_factors_tcm16-9500.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Cummins, J. David & Harrington, Scott E. & Klein, Robert, 1995. "Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance," Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 511-527, June.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cristea, Mirela, 2008. "Can Insurance Companies Control their Financial Stability? Practical Solutions," MPRA Paper 10052, University Library of Munich, Germany.
    2. van Lelyveld, Iman & Liedorp, Franka & Kampman, Manuel, 2011. "An empirical assessment of reinsurance risk," Journal of Financial Stability, Elsevier, vol. 7(4), pages 191-203, December.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Boyer, M. Martin & Cowins, Elicia P. & Reddic, Willie D., 2019. "Portfolio rebalancing behavior with operating losses and investment regulation," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 313-328.
    2. Martin F. Grace & J. Tyler Leverty, 2010. "Political Cost Incentives for Managing the Property‐Liability Insurer Loss Reserve," Journal of Accounting Research, Wiley Blackwell, vol. 48(1), pages 21-49, March.
    3. Eling, Martin & Jia, Ruo, 2018. "Business failure, efficiency, and volatility: Evidence from the European insurance industry," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 58-76.
    4. Duan, Jin-Chuan & Yu, Min-Teh, 2005. "Fair insurance guaranty premia in the presence of risk-based capital regulations, stochastic interest rate and catastrophe risk," Journal of Banking & Finance, Elsevier, vol. 29(10), pages 2435-2454, October.
    5. Pasiouras, Fotios & Gaganis, Chrysovalantis, 2013. "Regulations and soundness of insurance firms: International evidence," Journal of Business Research, Elsevier, vol. 66(5), pages 632-642.
    6. Eling, Martin & Gatzert, Nadine & Schmeiser, Hato, 2009. "Minimum standards for investment performance: A new perspective on non-life insurer solvency," Insurance: Mathematics and Economics, Elsevier, vol. 45(1), pages 113-122, August.
    7. repec:onb:oenbwp:y:2003:i:6:b:1 is not listed on IDEAS
    8. Gaganis, Chrysovalantis & Hasan, Iftekhar & Pasiouras, Fotios, 2016. "Regulations, institutions and income smoothing by managing technical reserves: International evidence from the insurance industry," Omega, Elsevier, vol. 59(PA), pages 113-129.
    9. J. David Cummins, 2000. "Allocation of Capital in the Insurance Industry," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 3(1), pages 7-27, March.
    10. George Overton & Olivier de Bandt, 2020. "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," Working Papers hal-04159696, HAL.
    11. Fier, Stephen G. & McCullough, Kathleen A. & Carson, James M., 2013. "Internal capital markets and the partial adjustment of leverage," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 1029-1039.
    12. Carson, James & Hoyt, Robert, 2000. "Evaluating the risk of life insurer insolvency: implications from the US for the European Union," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 297-314, December.
    13. Ryu, Doojin & Yu, Jinyoung, 2020. "Hybrid bond issuances by insurance firms," Emerging Markets Review, Elsevier, vol. 45(C).
    14. Lawrence Powell & David Sommer, 2007. "Internal Versus External Capital Markets in the Insurance Industry: The Role of Reinsurance," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(2), pages 173-188, June.
    15. Jiang Cheng & Mary A. Weiss, 2012. "The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property–Liability Insolvency Prediction," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 79(3), pages 723-750, September.
    16. Steven W. Pottier & David W. Sommer, 2006. "Opaqueness in the Insurance Industry: Why Are Some Insurers Harder to Evaluate than Others?," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 9(2), pages 149-163, September.
    17. Doherty, Neil A. & Kartasheva, Anastasia V. & Phillips, Richard D., 2012. "Information effect of entry into credit ratings market: The case of insurers' ratings," Journal of Financial Economics, Elsevier, vol. 106(2), pages 308-330.
    18. Kanitsorn Terdpaopong & Robert C. Rickards, 2021. "Thai Non-Life Insurance Companies’ Resilience and the Historic 2011 Floods: Some Recommendations for Greater Sustainability," Sustainability, MDPI, vol. 13(16), pages 1-19, August.
    19. Thomas R. Berry-Stölzle & Jianren Xu, 2022. "Local religious beliefs and insurance companies’ risk-taking behaviour," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 47(2), pages 242-278, April.
    20. Miletic, Marko & Pavic Kramaric, Tomislava & Plazibat, Boze, 2019. "What Determines Financial Soundness Of Croatian Listed Firms?," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 10(2), pages 189-200.
    21. Robert W. Klein & Shaun Wang, 2009. "Catastrophe Risk Financing in the United States and the European Union: A Comparative Analysis of Alternative Regulatory Approaches," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(3), pages 607-637, September.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:onb:oenbfs:y:2003:i:6:b:1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Stefan W. Schmitz (email available below). General contact details of provider: https://edirc.repec.org/data/oenbbat.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.