English, Article edition: Insurance with Frequency Trading: A Dynamic Analysis of Efficient Insurance Markets Jose S. Penalva Zuasti

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Bookmark: http://trove.nla.gov.au/version/112746
Physical Description
  • article
Language
  • English

Edition details

Title
  • Insurance with Frequency Trading: A Dynamic Analysis of Efficient Insurance Markets
Author
  • Jose S. Penalva Zuasti
Physical Description
  • article
Notes
  • This papers extends existing insurance results on the type of insurance contracts needed for insurance market efficiency to a dynamic setting. It introduces continuously open markets that allow for more efficient asset allocation. It also estimates the role of preferences and endowments in the classification of risks, which is done primarily in terms of the actuarial properties of the underlying risk process. The paper further extends insurability to include correlated and catastrophic events. Under these very general conditions, the paper defines a condition that determines whether a small number of standard insurance contracts (together with aggregate assets) suffice to complete markets or one needs to introduce such assets as mutual insurance. (Copyright: Elsevier)
  • risk sharing, insurance, complete markets, insurable risks
  • RePEc:red:issued:v:4:y:2001:i:4:p:790-822
Language
  • English
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