The relations among asset risk, product risk, and capital in the life insurance industry

Journal of Banking and Finance

Volumn 26, Issue 6, 2002, Pages 1181-1197

  Baranoff, Etti G ^a   Sager, Thomas W ^b  

^a VIRGINIA COMMONWEALTH UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Capital; Life and health insurance; Risk; Simultaneous equations; Transaction cost economics

Indexed keywords

EID: 0036241357     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(01)00166-2     Document Type: Article

References (28)

1. Life insurance companies' risk-based capital distributions by size groups
2. Health insurance RBC underwriting risk measurement
3. The relationship between capital and earnings in banking
4. The role of capital in financial institutions
5. Risk-based premiums for insurance guaranty funds
6. Capital and risk in property-liability insurance markets
7. Monitoring, ownership, and risk-taking: The impact of guaranty funds
8. Risk: The New Management Imperative in Finance
9. An examination of cost economics in the US life insurance industry
10. Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach
11. Stock versus mutual ownership structures: The risk implications
12. Guaranty funds and risk-taking: Evidence from the insurance industry
13. Contractual provisions, organizational structure, and conflict control in insurance markets
14. Ownership structure and control, the mutualization of stock life insurance companies
15. Ownership structure across lines of property-casualty insurance
16. Managerial discretion and stock insurance company ownership structure
17. An analytic derivation of the cost of deposit insurance and loan guarantees: An application of modern option pricing theory
18. Economics, Organizations and Management
19. Life insurer risk-based capital measures: Does the source matter?
20. Life insurer cost efficiency before and after implementation of the NAIC risk-based capital standards
21. Financial risk management by insurer: An analysis of the process
22. The relationship between risk and capital in commercial banks
23. The Economic Institution of Capitalism
24. Corporate finance and corporate governance