Potential drivers of insurers equity investments

Petr Jakubík and Eveline Turturescu
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Eveline Turturescu: EIOPA

No 12, EIOPA Financial Stability Report - Thematic Articles from EIOPA, Risks and Financial Stability Department

Abstract: As a consequence of the ongoing low-yield environment, insurers are changing their business models and looking for new investment opportunities to deliver the required return. This paper focuses on investments in equities and main drivers of their changes in insurers’ portfolios. In this respect, an empirical analysis for a period before and after the Solvency II introduction using both panel and pool regression was conducted. The obtained results suggest that macroeconomic as well as company specific indicators could explain changes in shares of equities in insurers’ portfolios.

Keywords: insurance; equity investments; Solvency II (search for similar items in EconPapers)
JEL-codes: G11 G12 G22 (search for similar items in EconPapers)
Pages: 10 pages
Date: 2018-06
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Published in Financial Stability Report, EIOPA, June 2018, pages 79-88

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Persistent link: https://EconPapers.repec.org/RePEc:eio:thafsr:12

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