Estimation of Capital Beta and Cost of Capital: A Focus on Japanese Property-liability Insurance Companies and Lines of Business
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DOI: 10.2202/2153-3792.1040
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References listed on IDEAS
- J. David Cummins & Richard D. Phillips, 2005. "Estimating the Cost of Equity Capital for Property‐Liability Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(3), pages 441-478, September.
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- YASUDA, Yukihiro & 安田, 行宏, 2016. "Impacts of Deregulation on Property and Casualty Insurers' Pricing and Risk Taking: Empirical Evidence in Japan," Working Paper Series G-1-10, Hitotsubashi University Center for Financial Research.
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Keywords
Property liability insurance; Equity beta; Cost of capital.;All these keywords.
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