期刊論文
| 學年 | 110 |
|---|---|
| 學期 | 1 |
| 出版（發表）日期 | 2021-09-30 |
| 作品名稱 | Changes in Risk and the Demand for Coinsurance for Economically Important Individuals |
| 作品名稱（其他語言） | 風險轉換與經濟重要性個人之共同保險需求 |
| 著者 | Tzu‑Ying Chen |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Journal of Financial Studies 29(3), p.61-90 |
| 摘要 | This paper provides the necessary and sufficient conditions such that economically important individuals, as suggested by Tsetlin et al. (2015), demand a higher coinsurance rate when they face a change in the underlying loss distribution. We further study this issue by classifying the changes in risk into: (1) an increase in the severity of loss, and (2) an increase in the probability of loss. Finally, we provide a numerical example to demonstrate the usefulness of the proposed approach. |
| 關鍵字 | stochastic dominance;almost stochastic dominance;demand for coinsurance |
| 語言 | en |
| ISSN | 1022-2898 |
| 期刊性質 | 國內 |
| 收錄於 | TSSCI |
| 產學合作 | |
| 通訊作者 | Tzu‑Ying Chen |
| 審稿制度 | 是 |
| 國別 | TWN |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/121417 ) |