Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?-Reference-Cited by-同舟云学术

Was the U.S. life insurance industry in danger of systemic risk by using derivative hedging prior to the 2008 financial crisis?

Published:2019 Issue:1 Volume:3 Page:145-164
ISSN:2573-0134
Container-title:Quantitative Finance and Economics
language:en
Short-container-title:

Author:

G. Baranoff Etti, ,Brockett Patrick,W. Sager Thomas,Shi Bo, ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Development,Geography, Planning and Development

Reference33 articles.

1. Measuring Systemic Risk, In Regulating Wall Street: The Dodd-Frank Act and the New Architecture of Global Finance, New York: John Wiley & Sons, 87–120

2. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks;Acharya VV, Engle R, Richardson M;Am Econ Rev

3. CoVaR;Adrian T, Brunnermeier MK;Am Econ Rev

4. The Relations among Asset Risk, Product Risk, and Capital in the Life Insurance Industry;Baranoff EG, Sager TW;J Bank Financ

5. The Interrelationship among Organizational and Distribution Forms and Capital and Asset Risk Structures in the Life Insurance Industry;Baranoff EG, Sager TW;J Risk Insur

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