DERIVATIVES, REINSURANCE AND RISK: EVIDENCE FROM THE UK LIFE INSURANCE INDUSTRY
DERIVATIVES, REINSURANCE AND RISK: EVIDENCE FROM THE UK LIFE INSURANCE INDUSTRY
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Taipei: Institute of Economics, Academia Sinica
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Chinese
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Publisher
Taipei: Institute of Economics, Academia Sinica
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Contents
Using a sample of UK life insurers from 2005 to 2012, we examine the effects of risk management instruments use on insurers' risk. In our work, we use the standard deviation and semi-deviation of returns on equity as the proxies for insurers' total risk and downside risk respectively. Results show that derivatives participants tend to have lower va...
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DERIVATIVES, REINSURANCE AND RISK: EVIDENCE FROM THE UK LIFE INSURANCE INDUSTRY
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TN_cdi_proquest_journals_2250568351
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2250568351
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ISSN
1018-161X
E-ISSN
1810-4851
