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학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
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연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
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This paper derives the optimal level of deductibles for non-life insurance policies and asset allocation when the asset market and the insurable market are integrated through a common risk factor. Thus the demand for insurance is modeled jointly with portfolio decisions. By allowing the insurable asset and the marketable security to share a common risk factor we find that the optimal insurance demand is not separable from portfolio decisions.
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참고문헌 (28)
참고문헌 신청
Aiuppa, T. / 1993 / An examination of insurer stock prices following the Loma Prieta earthquake / Journal of Insurance Issues 16 : 114 ~
Angbazo, L. / 1996 / Catastrophic shocks in the property-liability insurance industry: Evidence on regulatory and contagion effects / Journal of Risk and Insurance 63 : 619 ~
Arrow, K. / 1965 / Aspects of the Theory of Risk-Bearing / Yrjo Jahnsson Foundation
Borch, K. / 1990 / Economics of Insurance / North-Holland
Briys, E. / 1986 / Insurance and consumption: The continuous time case / Journal of Risk and Insurance 53 : 718 ~ 723
Angbazo, L. / 1996 / Catastrophic shocks in the property-liability insurance industry: Evidence on regulatory and contagion effects / Journal of Risk and Insurance 63 : 619 ~
Arrow, K. / 1965 / Aspects of the Theory of Risk-Bearing / Yrjo Jahnsson Foundation
Borch, K. / 1990 / Economics of Insurance / North-Holland
Briys, E. / 1986 / Insurance and consumption: The continuous time case / Journal of Risk and Insurance 53 : 718 ~ 723
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