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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)
New Economics Papers: this item is included in nep-cfn, nep-ias and nep-rmg
Date: 2014-01-01
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Related works:
Working Paper: Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms (2013) Downloads
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