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The Fragility of Market Risk Insurance

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Taking the **Sock** out of FSOC
    by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2018-10-29 12:24:21

Citations

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

  1. Benjamin Knox & Jakob Ahm Sørensen, 2024. "Insurers’ Investments and Insurance Prices," Finance and Economics Discussion Series 2024-058, Board of Governors of the Federal Reserve System (U.S.).
  2. Fung, Derrick W.H. & Lee, Wing Yan & Yang, Charles C. & Yeh, Jason J.H., 2024. "Risk taking, performance, and resilience to the COVID-19 pandemic: Evidence from public property-casualty insurers," International Review of Financial Analysis, Elsevier, vol. 91(C).
  3. Kubitza, Christian & Grochola, Nicolaus & Gründl, Helmut, 2021. "Life insurance convexity," ICIR Working Paper Series 42/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  4. Thorsten Moenig, 2022. "It's RILA time: An introduction to registered index‐linked annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(2), pages 339-369, June.
  5. Hombert, Johan & Möhlmann, Axel & Weiß, Matthias, 2021. "Inter-cohort risk sharing with long-term guarantees: Evidence from German participating contracts," Discussion Papers 10/2021, Deutsche Bundesbank.
  6. Stéphane Verani & Pei Cheng Yu, 2024. "What’s Wrong with Annuity Markets?," Journal of the European Economic Association, European Economic Association, vol. 22(4), pages 1981-2024.
  7. Nadav Ben Zeev & Daniel Nathan, 2023. "The Persistent Widening of Cross-Currency Basis: When Increased FX Swap Demand Meets Limits of Arbitrage," Working Papers 2316, Ben-Gurion University of the Negev, Department of Economics.
  8. Zach Y. Brown & Mark L. Egan & Jihye Jeon & Chuqing Jin & Alex A. Wu, 2023. "Why Do Index Funds Have Market Power? Quantifying Frictions in the Index Fund Market," NBER Working Papers 31778, National Bureau of Economic Research, Inc.
  9. Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021. "Household Finance," Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
  10. Thiemo Fetzer & Benjamin Guin & Felipe Netto & Farzad Saidi, 2024. "Insurers Monitor Shocks to Collateral: Micro Evidence from Mortgage-Backed Securities," CESifo Working Paper Series 11324, CESifo.
  11. Bingzheng Chen & Zongxia Liang & Shunzhi Pang, 2024. "Dynamic Investment-Driven Insurance Pricing: Equilibrium Analysis and Welfare Implication," Papers 2410.18432, arXiv.org.
  12. Bo Becker & Marcus M Opp & Farzad Saidi, 2022. "Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Removing Capital Requirements for an Asset Class," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5438-5482.
  13. Janet Gao & Shan Ge & Lawrence D. W. Schmidt & Cristina Tello-Trillo, 2023. "How Do Health Insurance Costs Affect Firm Labor Composition and Technology Investment?," Working Papers 23-47, Center for Economic Studies, U.S. Census Bureau.
  14. Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn, 2024. "Aggregate lapsation risk," Journal of Financial Economics, Elsevier, vol. 155(C).
  15. Mark Egan & Shan Ge & Johnny Tang, 2022. "Conflicting Interests and the Effect of Fiduciary Duty: Evidence from Variable Annuities," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5334-5386.
  16. Thorsten Moenig, 2021. "Efficient valuation of variable annuity portfolios with dynamic programming," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(4), pages 1023-1055, December.
  17. Bacinello, Anna Rita & Maggistro, Rosario & Zoccolan, Ivan, 2024. "Risk-neutral valuation of GLWB riders in variable annuities," Insurance: Mathematics and Economics, Elsevier, vol. 114(C), pages 1-14.
  18. Johan Hombert & Victor Lyonnet, 2022. "Can Risk Be Shared across Investor Cohorts? Evidence from a Popular Savings Product," The Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5387-5437.
  19. Nicolaus Grochola & Mark J. Browne & Helmut Gründl & Sebastian Schlütter, 2023. "Exploring the market risk profiles of US and European stock insurers," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 26(3), pages 287-341, October.
  20. Xue, Qinyuan & Zhan, Peng & Jin, Yifei & He, Hui, 2024. "Reputation, commitment, and financial market regulation," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  21. Robert Engle & Shan Ge & Hyeyoon Jung & Xuran Zeng, 2023. "Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure," Staff Reports 1066, Federal Reserve Bank of New York.
  22. Greg Niehaus, 2023. "Personal taxes, cost of insurer equity capital, and the case of offshore hedge fund reinsurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(2), pages 249-281, June.
  23. Kyeonghee Kim & J. Tyler Leverty & Joan T. Schmit, 2023. "Regulatory capital and asset risk transfer," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(4), pages 1027-1061, December.
  24. Lee, Hangsuck & Ha, Hongjun & Lee, Minha, 2024. "A sharing rule for multi-period interest-sensitive insurance contracts," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  25. van Bilsen, Servaas & Linders, Daniël, 2019. "Affordable and adequate annuities with stable payouts: Fantasy or reality?," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 19-42.
  26. Hossain, Mohammad Razib & Ben Jabeur, Sami & Si Mohammed, Kamel & Shahzad, Umer, 2024. "Time-varying relatedness and structural changes among green growth, clean energy innovation, and carbon market amid exogenous shocks: A quantile VAR approach," Technological Forecasting and Social Change, Elsevier, vol. 208(C).
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