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
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
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Working Paper: Interactions Between Risk-Taking, Capital, and Reinsurance for Property-Liability Insurance Firms (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:ipg:wpaper:2014-154
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