| 来源类型 | Working Paper |
| 规范类型 | 报告 |
| DOI | 10.3386/w23365 |
| 来源ID | Working Paper 23365 |
| Risk of Life Insurers: Recent Trends and Transmission Mechanisms | |
| Ralph S.J. Koijen; Motohiro Yogo | |
| 发表日期 | 2017-05-01 |
| 出版年 | 2017 |
| 语种 | 英语 |
| 摘要 | We summarize recent trends in risk exposure for U.S. life insurers from variable annuities, shadow insurance, securities lending, and derivatives. We discuss how these sources of risk could be amplified and transmitted to the rest of the financial sector and the real economy. More complete and transparent financial statements are necessary to accurately assess the overall risk mismatch in the insurance industry. We suggest ways to disclose relevant information and discuss some implications for insurance regulation. |
| 主题 | Financial Economics ; Portfolio Selection and Asset Pricing ; Financial Institutions |
| URL | https://www.nber.org/papers/w23365 |
| 来源智库 | National Bureau of Economic Research (United States) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/581039 |
| 推荐引用方式 GB/T 7714 | Ralph S.J. Koijen,Motohiro Yogo. Risk of Life Insurers: Recent Trends and Transmission Mechanisms. 2017. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| w23365.pdf（155KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
