EconPapers    
Economics at your fingertips  
 

Interactions Between Risk-Taking, Capital, and Reinsurance for Property- Liability Insurance Firms

Selim Mankaï () and Aymen Belgacem ()

No 2014-154, Working Papers from Department of Research, Ipag Business School

Abstract: Theory and empirical evidence recognize interactions between capital and risk. This paper analyzes the effect of reinsurance, as a new endogenous decision variable, on this policy mix using simultaneous equations model. Empirical results obtained from a s

Keywords: Risk-taking; Capital Regulation; Reinsurance; Simultaneous Equations; Instrumental Variables. (search for similar items in EconPapers)
JEL-codes: G22 G28 G32 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-cfn, nep-ias and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (18)

Downloads: (external link)
https://faculty-research.ipag.edu/wp-content/uploa ... IPAG_WP_2014_154.pdf (application/pdf)

Related works:
Working Paper: Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms (2013) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ipg:wpaper:2014-154

Access Statistics for this paper

More papers in Working Papers from Department of Research, Ipag Business School Contact information at EDIRC.
Bibliographic data for series maintained by Ingmar Schumacher ().

 
Page updated 2025-03-19
Handle: RePEc:ipg:wpaper:2014-154