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Pricing Risk-Adjusted Guaranty Insurance for Systematic Catastrophes
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Ahn, Chang Mo | - |
| dc.date.accessioned | 2009-01-20T02:00:12Z | - |
| dc.date.available | 2009-01-20T02:00:12Z | - |
| dc.date.issued | 1995-01 | - |
| dc.identifier.citation | Seoul Journal of Economics, Vol.8 No.1, pp. 23-38 | - |
| dc.identifier.issn | 1225-0279 | - |
| dc.identifier.uri | https://hdl.handle.net/10371/1053 | - |
| dc.description.abstract | Insurance guaranty funds compensate policyholders for losses resulting from insurance company insolvencies. This paper derives a risk-adjusted premium formula for insurance guaranty funds, when the insurance firm faces catastrophic risks which are correlated with the overall economy. In a normal situation, systematic jump risks lower the risk-adjusted premium, on the contrary to unsystematic jump risks. | - |
| dc.language.iso | en | - |
| dc.publisher | Institute of Economic Research, Seoul National University | - |
| dc.subject | insurance company | - |
| dc.subject | policyholders | - |
| dc.title | Pricing Risk-Adjusted Guaranty Insurance for Systematic Catastrophes | - |
| dc.type | SNU Journal | - |
| dc.contributor.AlternativeAuthor | 안창모 | - |
| dc.citation.journaltitle | Seoul Journal of Economics | - |
| dc.citation.endpage | 38 | - |
| dc.citation.number | 1 | - |
| dc.citation.pages | 23-38 | - |
| dc.citation.startpage | 23 | - |
| dc.citation.volume | 8 | - |
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