Risk management in life insurance companies: Evidence from Taiwan
Tài liệu tham khảo
Aggarwal, R., & Jacques, K. (1998). A simultaneous equation of estimation of the impact of prompt corrective action on bank capital and risk. Conference on the Future of Capital, New York. Working paper.
Aggarwal, 2001, The impact of FDICIA and prompt corrective action on bank capital and risk: Estimates using a simultaneous equations model, Journal of Banking and Finance, 25, 1139, 10.1016/S0378-4266(00)00125-4
Amemiya, 1982, Two stage least absolute deviations estimators, Econometrica, 50, 689, 10.2307/1912608
Baranoff, 2002, The relations among asset risk, product risk, and capital in life insurance industry, Journal of Banking and Finance, 26, 1181, 10.1016/S0378-4266(01)00166-2
Baranoff, 2003, The relations among organizational and distribution forms and capital and asset risk structures in the life insurance industry, Journal of Risk and Insurance, 70, 375, 10.1111/1539-6975.t01-1-00057
Baranoff, 2007, Capital and risk revisited: A structural equation model approach for life insurers, Journal of Risk and Insurance, 74, 653, 10.1111/j.1539-6975.2007.00229.x
Beatty, 2001, Capital, portfolio, and growth: Bank behavior under risk-based capital guidelines, Journal of Finance Services Research, 20, 5, 10.1023/A:1011146725028
Bichsel, 2004, The relationship between risk and capital in Swiss commercial banks: A panel study, Applied Financial Economics, 14, 591, 10.1080/0960310042000233881
Calem, 1999, The impact of capital-based regulation on bank risk-taking, Journal of Financial Intermediation, 8, 317, 10.1006/jfin.1999.0276
Coase, 1937, The nature of the firm, Economica, 4, 386, 10.1111/j.1468-0335.1937.tb00002.x
Cole, 2011, Separation of ownership and management: Implications for risk-taking behavior, Risk Management and Insurance Review, 14, 49, 10.1111/j.1540-6296.2010.01192.x
Cummins, 1996, Capital and risk in property-liability insurance markets, Journal of Banking and Finance, 20, 1069, 10.1016/0378-4266(95)00044-5
Deelchand, T., & Padgett, C. (2009). The relationship between risk, capital and efficiency: evidence from Japanese cooperative banks. ICMA Centre in Finance, Working Paper DP2009–12.
Dickinson, 1997, Some issues in risk-based capital, Geneva Papers on Risk and Insurance – Issues and Practice, 22, 76, 10.1057/gpp.1997.8
Fattouh, 2005, Capital structure in South Korea: A quantile regression approach, Journal of Development Economics, 76, 231, 10.1016/j.jdeveco.2003.12.014
Gujarati, 2003
Heid, F., Porath, D., & Stolz, S. (2003). Does capital regulation matter for bank behavior? Evidence for German savings banks. Kiel Institute for World Economics in Germany, Working Paper 1192.
Huang, 2007, Does corporate governance and ownership structure influence performance? Evidence from Taiwan life insurance companies, Journal of Insurance Issues, 30, 123
Jacques, 1997, Risk-based capital, portfolio risk, and bank capital: A simultaneous equations approach, Journal of Economics and Business, 49, 533, 10.1016/S0148-6195(97)00038-6
Jeitschko, 2007, Do well-capitalised banks take more risk? Evidence from the Korean banking system, Journal of Banking Regulation, 8, 291, 10.1057/palgrave.jbr.2350054
Jokipii, 2011, Bank capital buffer and risk adjustment decisions, Journal of Financial Stability, 7, 165, 10.1016/j.jfs.2010.02.002
Kim, 2004, Two-stage quantile regression when the first stage is based on quantile regression, Econometrics Journal, 79, 218, 10.1111/j.1368-423X.2004.00128.x
Lee, 2013, Does financial regulation affect the profit efficiency and risk of banks? Evidence from China's commercial banks, North American Journal of Economics and Finance, 26, 705, 10.1016/j.najef.2013.05.005
Lee, 1997, Guaranty funds and risk-taking: Evidence from the insurance industry, Journal of Financial Economics, 44, 3, 10.1016/S0304-405X(96)00007-4
Lee, 2013, The dynamic interactions among the stock, bond and insurance markets, North American Journal of Economics and Finance, 26, 28, 10.1016/j.najef.2013.04.003
Liao, 2013, Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market, North American Journal of Economics and Finance, 26, 72, 10.1016/j.najef.2013.07.001
McAleer, 2013, Has the Basel Accord improved risk management during the global financial crisis?, North American Journal of Economics and Finance, 26, 250, 10.1016/j.najef.2013.02.004
Pottier, 1997, Agency theory and life insurer ownership structure, Journal of Risk and Insurance, 64, 529, 10.2307/253763
Powell, 1983, The asymptotic normality of two tage least absolute deviations estimators, Econometrica, 51, 1569, 10.2307/1912290
Rime, 2001, Capital requirements and bank behaviour: Empirical evidence for Switzerland, Journal of Banking and Finance, 25, 789, 10.1016/S0378-4266(00)00105-9
Shrieves, 1992, The relationship between risk and capital in commercial banks, Journal of Banking and Finance, 16, 439, 10.1016/0378-4266(92)90024-T
da Silva, 2013, The role of banking regulation in an economy under credit risk and liquidity shock, North American Journal of Economics and Finance, 26, 266, 10.1016/j.najef.2013.02.005
Williamson, 1988, Corporate finance and corporate governance, Journal of Finance, 18, 567, 10.1111/j.1540-6261.1988.tb04592.x