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The Cost of Financial Frictions for Life Insurers

Citations

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Cited by:

  1. Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Siegelin, Ivonne, 2016. "Accounting and actuarial smoothing of retirement payouts in participating life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 268-283.
  2. Ralph S.J. Koijen & Stijn Nieuwerburgh & Motohiro Yogo, 2016. "Health and Mortality Delta: Assessing the Welfare Cost of Household Insurance Choice," Journal of Finance, American Finance Association, vol. 71(2), pages 957-1010, April.
  3. Timothy F. Harris & Aaron Yelowitz & Charles Courtemanche, 2021. "Did COVID‐19 change life insurance offerings?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(4), pages 831-861, December.
  4. Beyer, Marcel, 2023. "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series 46/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), revised 2023.
  5. 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.).
  6. Chen, Xuanjuan & Sun, Zhenzhen & Yao, Tong & Yu, Tong, 2020. "Does operating risk affect portfolio risk? Evidence from insurers' securities holding," Journal of Corporate Finance, Elsevier, vol. 62(C).
  7. Markus Behn & Rainer Haselmann & Vikrant Vig, 2022. "The Limits of Model‐Based Regulation," Journal of Finance, American Finance Association, vol. 77(3), pages 1635-1684, June.
  8. Joseph Briggs & Christopher Tonetti, 2019. "Risky Insurance: Insurance Portfolio Choice with Incomplete Markets," 2019 Meeting Papers 1388, Society for Economic Dynamics.
  9. Ralph S. J. Koijen & Motohiro Yogo, 2021. "The evolution from life insurance to financial engineering," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 46(2), pages 89-111, September.
  10. David Musto & Greg Nini & Krista Schwarz, 2018. "Notes on Bonds: Illiquidity Feedback During the Financial Crisis," The Review of Financial Studies, Society for Financial Studies, vol. 31(8), pages 2983-3018.
  11. Nanda, Vikram & Wu, Wei & Zhou, Xing (Alex), 2019. "Investment Commonality across Insurance Companies: Fire Sale Risk and Corporate Yield Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(6), pages 2543-2574, December.
  12. Berdin, Elia, 2016. "Interest rate risk, longevity risk and the solvency of life insurers," ICIR Working Paper Series 23/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  13. Semyon Malamud & Andreas Schrimpf, 2016. "Intermediation Markups and Monetary Policy Passthrough," Swiss Finance Institute Research Paper Series 16-75, Swiss Finance Institute.
  14. Cassola, Nuno & Koulischer, François, 2019. "The collateral channel of open market operations," Journal of Financial Stability, Elsevier, vol. 41(C), pages 73-90.
  15. 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.
  16. 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.
  17. Fulvia Fringuellotti & João A. C. Santos, 2021. "Insurance Companies and the Growth of Corporate Loan Securitization," Liberty Street Economics 20211013, Federal Reserve Bank of New York.
  18. Markus Behn & Giacomo Mangiante & Laura Parisi & Michael Wedow, 2022. "Behind the Scenes of the Beauty Contest—Window Dressing and the G-SIB Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 18(5), pages 1-42, December.
  19. Jonas R. Jahnert & Hato Schmeiser & Florian Schreiber, 2022. "Pricing strategies in the German term life insurance market: An empirical analysis," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 25(1), pages 19-34, April.
  20. Boyarchenko, Nina, 2022. "Comment on “central bank policy and the concentration of risk: Empirical estimates” by Nuno Coimbra, Daisoon Kim and Hélène Rey," Journal of Monetary Economics, Elsevier, vol. 125(C), pages 199-201.
  21. Yi, Minli & Yang, Yang & Lin, Jyh-Horng, 2021. "Affiliated reinsurance and insurer performance under capital regulation," Finance Research Letters, Elsevier, vol. 39(C).
  22. Berdin, Elia & Pancaro, Cosimo & Kok Sørensen, Christoffer, 2016. "A stochastic forward-looking model to assess the profitability and solvency of European insurers," ICIR Working Paper Series 21/16, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
  23. Liu, Cai, 2021. "The IRB model, bank regulatory arbitrage, and the Eurozone crisis," Journal of International Money and Finance, Elsevier, vol. 116(C).
  24. Ralph S.J. Koijen & Motohiro Yogo, 2017. "Risk of Life Insurers: Recent Trends and Transmission Mechanisms," NBER Working Papers 23365, National Bureau of Economic Research, Inc.
  25. Robin Greenwood & Annette Vissing-Jorgensen, 2018. "The Impact of Pensions and Insurance on Global Yield Curves," Harvard Business School Working Papers 18-109, Harvard Business School, revised Dec 2018.
  26. Terrence Hendershott & Dan Li & Dmitry Livdan & Norman Schürhoff, 2020. "Relationship Trading in Over‐the‐Counter Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 683-734, April.
  27. Aiello, Darren J., 2022. "Financially constrained mortgage servicers," Journal of Financial Economics, Elsevier, vol. 144(2), pages 590-610.
  28. Bo Becker & Victoria Ivashina, 2015. "Reaching for Yield in the Bond Market," Journal of Finance, American Finance Association, vol. 70(5), pages 1863-1902, October.
  29. Nina Boyarchenko & Leonardo Elias & Philippe Mueller, 2019. "Corporate Credit Provision," Staff Reports 895, Federal Reserve Bank of New York.
  30. Laura Blattner & Luisa Farinha & Francisca Rebelo, 2017. "When Losses Turn Into Loans: The Cost of Undercapitalized Banks," 2017 Papers pbl215, Job Market Papers.
  31. Chien-Chiang Lee & Chun-Wei Lin & Chi-Chuan Lee, 0. "The impact of peer effects and economic policy-related uncertainty on U.S. life insurers' investment decisions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 0, pages 1-31.
  32. Winston Wei Dou & Yan Ji, 2021. "External Financing and Customer Capital: A Financial Theory of Markups," Management Science, INFORMS, vol. 67(9), pages 5569-5585, September.
  33. Bingzheng Chen & Zongxia Liang & Shunzhi Pang, 2024. "Dynamic Investment-Driven Insurance Pricing: Equilibrium Analysis and Welfare Implication," Papers 2410.18432, arXiv.org.
  34. Ralph S. J. Koijen & Motohiro Yogo, 2016. "Shadow Insurance," Econometrica, Econometric Society, vol. 84, pages 1265-1287, May.
  35. 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.
  36. Bo Becker & Efraim Benmelech, 2021. "The Resilience of the U.S. Corporate Bond Market During Financial Crises," NBER Working Papers 28868, National Bureau of Economic Research, Inc.
  37. Ralph S.J. Koijen & Motohiro Yogo, 2022. "The Fragility of Market Risk Insurance," Journal of Finance, American Finance Association, vol. 77(2), pages 815-862, April.
  38. Chien-Chiang Lee & Chun-Wei Lin & Chi-Chuan Lee, 2021. "The impact of peer effects and economic policy-related uncertainty on U.S. life insurers' investment decisions," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(1), pages 22-52, January.
  39. Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
  40. Gino Cenedese & Pasquale Della Corte & Tianyu Wang, 2021. "Currency Mispricing and Dealer Balance Sheets," Journal of Finance, American Finance Association, vol. 76(6), pages 2763-2803, December.
  41. Ge, Shan & Weisbach, Michael S., 2021. "The role of financial conditions in portfolio choices: The case of insurers," Journal of Financial Economics, Elsevier, vol. 142(2), pages 803-830.
  42. Axel Möhlmann, 2021. "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, vol. 50(2), pages 587-612, June.
  43. Koch-Medina, Pablo & Moreno-Bromberg, Santiago & Ravanelli, Claudia & Šikić, Mario, 2021. "Revisiting optimal investment strategies of value-maximizing insurance firms," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 131-151.
  44. Andy Wong & Michael Sherris & Ralph Stevens, 2017. "Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(1), pages 153-175, March.
  45. Daniel Bauer & Thorsten Moenig, 2023. "Cheaper by the bundle: The interaction of frictions and option exercise in variable annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 90(2), pages 459-486, June.
  46. Shan Ge, 2022. "How Do Financial Constraints Affect Product Pricing? Evidence from Weather and Life Insurance Premiums," Journal of Finance, American Finance Association, vol. 77(1), pages 449-503, February.
  47. Bo Becker & Marcus Opp, 2013. "Regulatory reform and risk-taking: replacing ratings," NBER Working Papers 19257, National Bureau of Economic Research, Inc.
  48. Bijlsma, Melle & Vermeulen, Robert, 2016. "Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?," Journal of Financial Stability, Elsevier, vol. 27(C), pages 137-154.
  49. Craig B. Merrill & Taylor D. Nadauld & Philip E. Strahan, 2019. "Final Demand for Structured Finance Securities," Management Science, INFORMS, vol. 65(1), pages 390-412, January.
  50. Lenel, Moritz & Piazzesi, Monika & Schneider, Martin, 2019. "The short rate disconnect in a monetary economy," Journal of Monetary Economics, Elsevier, vol. 106(C), pages 59-77.
  51. victor Lyonnet, 2018. "Asset-liability management in life insurance: Evidence from France," Working Papers 2018-12, Center for Research in Economics and Statistics.
  52. Dou, Winston Wei & Ji, Yan & Wu, Wei, 2021. "Competition, profitability, and discount rates," Journal of Financial Economics, Elsevier, vol. 140(2), pages 582-620.
  53. Hu, Xiaoxue & Li, Dongxu, 2022. "Do horizontal mergers affect rivals’ cash holdings?," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 275-298.
  54. He, Zhiguo & Kelly, Bryan & Manela, Asaf, 2017. "Intermediary asset pricing: New evidence from many asset classes," Journal of Financial Economics, Elsevier, vol. 126(1), pages 1-35.
  55. Sangmin Oh & Ishita Sen & Ana-Maria Tenekedjieva, 2022. "Pricing of Climate Risk Insurance: Regulation and Cross-Subsidies," Finance and Economics Discussion Series 2022-064, Board of Governors of the Federal Reserve System (U.S.).
  56. Behn, Markus & Couaillier, Cyril, 2023. "Same same but different: credit risk provisioning under IFRS 9," Working Paper Series 2841, European Central Bank.
  57. Karolina Puławska, 2021. "Financial Stability of European Insurance Companies during the COVID-19 Pandemic," JRFM, MDPI, vol. 14(6), pages 1-16, June.
  58. Eric Zwick & James Mahon, 2014. "Do financial frictions amplify fiscal policy? Evidence from business investment stimulus," Working Papers 1415, Oxford University Centre for Business Taxation.
  59. Focarelli, Dario, 2017. "Why Insurance Regulation is Crucial for Long-term Investment and Economic Growth," LEAP Working Papers 2017/1, Luiss Institute for European Analysis and Policy.
  60. 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.
  61. Becker, Bo & Opp, Marcus & Saidi, Farzad, 2020. "Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements," CEPR Discussion Papers 14373, C.E.P.R. Discussion Papers.
  62. Robert N. Killins & Haiwei Chen, 2022. "The impact of the yield curve on the equity returns of insurance companies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 1134-1153, January.
  63. Sen, Ishita & Humphry, David, 2018. "Capital regulation and product market outcomes," Bank of England working papers 715, Bank of England.
  64. Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
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