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題名:Risk-based Capital Regime Adoption and Underwriting Performance: Evidence from the Property-casualty Insurance Industry in Taiwan
書刊名:證券市場發展季刊
作者:陳瑞祥張士傑許永明
作者(外文):Chen, Juei-hsiangChang, Bill Shih-chiehShiu, Yung-ming
出版日期:2021
卷期:33:3=131
頁次:頁83-119
主題關鍵詞:風險基礎資本制度之實施損失率財產保險的保險人Risk-based capital regime adoptionLoss ratioProperty-casualty insurers
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:11
  • 點閱點閱:3
期刊論文
1.Adams, Mike、Hardwick, Philip、Zou, Hong(2008)。Reinsurance and Corporate Taxation in the United Kingdom Life Insurance Industry。Journal of Banking and Finance,32(1),101-115。  new window
2.Powell, Lawrence S.、Sommer, David W.(2007)。Internal Versus External Capital Markets in the Insurance Industry: The Role of Reinsurance。Journal of Financial Service Research,31(2/3),173-188。  new window
3.Hoyt, Robert E.、Liebenberg, Andre P.(2011)。The value of enterprise risk management。Journal of Risk and Insurance,78(4),795-822。  new window
4.Gambacorta, L.、Mistrulli, P. E.(2004)。Does bank capital affect lending behavior?。Journal of Financial Intermediation,13(4),436-457。  new window
5.Baranoff, Etti G.、Papadopoulos, Savas、Sager, Thomas W.(2007)。Capital and Risk Revisited: A Structural Equation Model Approach for Life Insurers。The Journal of Risk and Insurance,74(3),653-681。  new window
6.Lin, Wen-Chang、Lai, Yi-Hsun、Powers, Michael R.(2014)。The Relationship Between Regulatory Pressure And Insurer Risk Taking。The Journal of Risk and Insurance,81(2),271-301。  new window
7.Anderson, D. R.、Formisano, R. A.(1988)。Causal Factors in P-L Insolvency。Journal of insurance Regulation,6(4),449-461。  new window
8.Cheng, Jiang、Weiss, Mary A.(2012)。The role of RBC, hurricane exposure, bond portfolio duration, and macroeconomic and industry-wide factors in property-liability insolvency prediction。The Journal of Risk and Insurance,79(3),723-750。  new window
9.Lee, Hsu-Hua、Lee, Chen-Ying(2012)。An analysis of reinsurance and firm performance: Evidence from the Taiwan property-liability insurance industry。The Geneva Papers on Risk and Insurance: Issues and Practice,37(3),467-484。  new window
10.陳建勝、陳美菁、林明宏(20041100)。我國產險業資本結構與風險對獲利能力影響之研究。風險管理學報,6(3),273-290。new window  延伸查詢new window
11.Ferguson, Tamela D.、Deephouse, David L.、Ferguson, William L.(2000)。Do Strategic Groups Differ in Reputation。Strategic Management Journal,21(12),1195-1214。  new window
12.Kader, H. A.、Adams, M.、Mouratidis, K.(2010)。Testing for Trade-offs in the Reinsurance Decision of U.K. Life Insurance Firms。Journal of Accounting Auditing and Finance,25(3),491-522。  new window
13.Jacques, Kevin、Nigro, Peter(1997)。Risk-Based Capital, Portfolio Risk, and Bank Capital: A Simultaneous Equations Approach。Journal of Economics and Business,49(6),533-547。  new window
14.Cole, Cassandra R.、McCullough, Kathleen A.(2006)。A Reexamination of the Corporate Demand for Reinsurance。The Journal of Risk and Insurance,73(1),169-192。  new window
15.Shiu, Yung-Ming(2011)。Reinsurance and Capital Structure: Evidence from the United Kingdom Non-Life Insurance Industry。Journal of Risk and Insurance,78(2),475-494。  new window
16.Garven, James R.、Lamm-Tennant, Joan(2003)。The Demand for Reinsurance: Theory and Empirical Tests。Insurance and Risk Management,7(3),217-238。  new window
17.Blum, Jürg(1999)。Do capital adequacy requirements reduce risks in banking?。Journal of Banking and Finance,23(5),755-771。  new window
18.Adams, Mike(1996)。The Reinsurance Decision in Life Insurance Firms: An Empirical Test of the Risk-Bearing Hypothesis。Accounting and Finance,36(1),15-30。  new window
19.Chen, Renbao、Wong, Kie Ann(2004)。The determinants of financial health of Asian insurance companies。Journal of Risk and Insurance,71(3),469-499。  new window
20.Grace, M. F.、Hotchkiss, J. L.(1995)。External impacts on the property-liability insurance cycle。Journal of Risk and Insurance,62(4),738-754。  new window
21.Doherty, Neil A.、Kang, Han Bin(1988)。Interest Rates and Insurance Price Cycles。Journal of Banking and Finance,12(2),199-214。  new window
22.Haley, Joseph D.(1993)。A Cointegration Analysis of the Relationship Between Underwriting Margins and Interest Rates: 1030-1989。Journal of Risk & Insurance,60(3),480-493。  new window
23.Venezian, Emilio C.(1985)。Ratemaking Methods and Profit Cycles in Property and Liability Insurance。Journal of Risk & Insurance,52(3),477-500。  new window
24.Shrieves, Ronald E.、Dahl, Drew(1992)。The Relationship Between Risk and Capital in Commercial Banks。Journal of Banking and Finance,16(2),439-457。  new window
25.Williamson, Oliver E.(1988)。Corporate Finance and Corporate Governance。The Journal of Finance,43(3),567-591。  new window
26.Arellano, Manuel、Bond, Stephen(1991)。Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations。The Review of Economic Studies,58(2),277-297。  new window
27.Gaver, Jennifer J.、Pottier, Steven W.(2005)。The role of holding company financial information in the insurer-rating process: Evidence from the property-liability industry。Journal of Risk and Insurance,72(1),77-103。  new window
28.Cummins, J. David、Outreville, J. François(1987)。An International Analysis of Underwriting Cycles in Property-Liability Insurance。Journal of Risk and Insurance,54(2),246-262。  new window
29.Ho, C. L.、Lai, G. C.、Lee, J. P.(2013)。Organizational structure, board composition, and risk taking in the US property casualty insurance industry。Journal of Risk and Insurance,80(1),169-203。  new window
30.Borde, S. F.、Chambliss, K.、Madura, J.(1994)。Explaining Variation in Risk Across Insurance Companies。Journal of Financial Services Research,8(3),177-191。  new window
31.Peng, S.-C.、Li, C.-S.、Liu, C.-C.(2016)。Deregulation, Pricing Strategies, and Claim Behavior in the Taiwan Automobile Insurance Market。Emerging Markets Finance and Trade,52(4),869-885。  new window
32.許永明、黃芳文(20150900)。風險資本額制度對產險業使用再保險的影響。經濟論文,43(3),381-411。new window  延伸查詢new window
33.許永明、蕭景元(20140900)。損失率對再保險使用之影響。經濟論文,42(3),435-483。new window  延伸查詢new window
34.Adams, Mike、Jiang, Wei(2016)。Do Outside Directors Influence the Financial Performance of Risk-Trading Firms? Evidence from the United Kingdom (UK) Insurance Industry。Journal of Banking & Finance,64(3),36-51。  new window
35.Hardwick, Philip、Adams, Mike、Zou, Hong(2011)。Board Characteristics and Profit Efficiency in the United Kingdom Life Insurance Industry。Journal of Business Finance & Accounting,38(7/8),987-1015。  new window
36.Yan, Zhiqiang(2013)。Testing for Moral Hazard in Reinsurance Markets。Managerial Finance,39(8),696-713。  new window
37.Blundell, Richard W.、Bond, Stephen R.(1998)。Initial Conditions and Moment Restrictions in Dynamic Panel Data Models。Journal of Econometrics,87(1),115-143。  new window
38.陳瑞祥、許永明(20200100)。臺灣產險業再保險市場存在有資訊不對稱嗎?分位數迴歸與自然試驗法之應用。管理評論,39(1),21-42+123-140。new window  延伸查詢new window
39.Tobin, James(1958)。Estimation of relationships for limited dependent variables。Econometrica: Journal of the Econometric Society,26(1),24-36。  new window
40.Anand, V.、Leverty, J. Tyler、Wunder, K.(2021)。Paying for Expertise: The Effect of Experience on Insurance Demand。Journal of Risk and Insurance,88(3),727-756。  new window
41.Boyer, M. M.、Owadally, I.(2015)。Underwriting Apophenia and Cryptids: Are Cycles Statistical Figments of Our Imagination?。Geneva Papers on Risk and Insurance--Issues and Practice,40(2),232-255。  new window
42.Chen, R.、Gao, Z.、Zhang, X.、Zhu, M.(2018)。Mutual Fund Managers' Prior Work Experience and Their Investment Skill。Financial Management,47(1),3-24。  new window
43.Chen, T.、Goh, J. R.、Kamiya, S.、Lou, P.(2019)。Marginal Cost of Risk-based Capital and Risk-taking。Journal of Banking and Finance,103,130-145。  new window
44.Cheng, J.、Weiss, M. A.(2013)。Risk-Based Capital and Firm Risk Taking in Property-Liability Insurance。The Geneva papers on Risk and Insurance: Issues and Practice,38(2),274-307。  new window
45.Deli, Y. D.、Hasan, I.(2017)。Real Effects of Bank Capital Regulations: Global Evidence。Journal of Banking and Finance,82,217-228。  new window
46.Garel, A.、Petit-Romec, A.(2017)。Bank Capital in the Crisis: It's not Just How Much You Have but Who Provides it。Journal of Banking and Finance,75,152-166。  new window
47.Cummins, J. David、Sommer, David W.(1996)。Capital and Risk in Property-Liability Insurance Markets。Journal of Banking and Finance,20(6),1069-1092。  new window
圖書
1.Kennedy, Peter(1998)。A Guide to Econometrics。Cambridge, MA:The MIT Press。  new window
2.Stock, J. H.、Watson, M. W.(2007)。Introduction to econometrics。Pearson Addison Wesley。  new window
3.Wooldridge, Jeffrey M.(2016)。Introductory Econometrics: A Modern Approach。South-Western Cengage Learning。  new window
其他
1.Baker, M.(2016)。QREGPD: Stata Module to Perform Quantile Regression for Panel Data,Boston College Department of Economics.。,https://ideas.repec.org/c/boc/bocode/s458157.html。  new window
圖書論文
1.Powell, David(2016)。Quantile Regression with Nonadditive Fixed Effects。Quantile Treatment Effects。  new window
 
 
 
 
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