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Dynamic models of the insurance markets.

Wang, Ning.

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Dynamic models of the insurance markets.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Dynamic models of the insurance markets./
Author:	Wang, Ning.
Description:	122 p.
Notes:	Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.
Contained By:	Dissertation Abstracts International75-02A(E).
Subject:	Business Administration, Management. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3601395
ISBN:	9781303525360

Dynamic models of the insurance markets.
Wang, Ning.

Dynamic models of the insurance markets. - 122 p.

Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.

Thesis (Ph.D.)--Georgia State University, 2013.

This is a multi-essay dissertation in the area of dynamic models of the insurance markets. I study issues in insurance markets by examining individual behavior and industry performance in dynamic settings. My first essay studies household life insurance demand and saving decisions by applying a heterogeneous-agent life cycle model with wage shocks and mortality shocks. This essay proposes the most important determinants of household life insurance demand, and shows the joint decision of life insurance purchase between couples. My second essay focuses on the property-liability insurance market, and aims to study the impact of one catastrophe event on an insurer's underwritings and capital raising strategy. The two-period cash flow model is built to also explore what kind of insurers can benefit from catastrophic risk underwritings. My third essay extends the second essay by incorporating a dynamic cash flow model with a series of loss shocks. I find the dynamic interaction between the insurer's balance sheet and its capital rationing resulting from loss shocks. The model generates a non-cyclical behavior of output changes in the insurance market, and this suggests the current asymmetric, unpredictable and random underwriting cycles are temporary responses to loss shocks.

ISBN: 9781303525360Subjects--Topical Terms:

626628
Business Administration, Management.

Dynamic models of the insurance markets.
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020 $a 9781303525360
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100 1 $a Wang, Ning. $3 730784
245 1 0 $a Dynamic models of the insurance markets.
300 $a 122 p.
500 $a Source: Dissertation Abstracts International, Volume: 75-02(E), Section: A.
500 $a Adviser: Martin Grace.
502 $a Thesis (Ph.D.)--Georgia State University, 2013.
520 $a This is a multi-essay dissertation in the area of dynamic models of the insurance markets. I study issues in insurance markets by examining individual behavior and industry performance in dynamic settings. My first essay studies household life insurance demand and saving decisions by applying a heterogeneous-agent life cycle model with wage shocks and mortality shocks. This essay proposes the most important determinants of household life insurance demand, and shows the joint decision of life insurance purchase between couples. My second essay focuses on the property-liability insurance market, and aims to study the impact of one catastrophe event on an insurer's underwritings and capital raising strategy. The two-period cash flow model is built to also explore what kind of insurers can benefit from catastrophic risk underwritings. My third essay extends the second essay by incorporating a dynamic cash flow model with a series of loss shocks. I find the dynamic interaction between the insurer's balance sheet and its capital rationing resulting from loss shocks. The model generates a non-cyclical behavior of output changes in the insurance market, and this suggests the current asymmetric, unpredictable and random underwriting cycles are temporary responses to loss shocks.
590 $a School code: 0079.
650 4 $a Business Administration, Management. $3 626628
650 4 $a Economics, Finance. $3 626650
690 $a 0454
690 $a 0508
710 2 $a Georgia State University. $b Risk Management and Insurance. $3 2095927
773 0 $t Dissertation Abstracts International $g 75-02A(E).
790 $a 0079
791 $a Ph.D.
792 $a 2013
793 $a English
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3601395