2404 Maile Way, E-602e
Honolulu, HI 96822
United States
University of Hawaii at Manoa
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Reverse Mortgage, Home Reversion, Vector Autoregressive Models, Stochastic Discount Factors, Risk-Based Capital
Insurance, banks, systemic risk, probability of default, Granger causality, inter-connectedness
enterprise risk management (ERM), firm value, nonfinancial firms, state owned enterprises, propensity score matching
Reinsurance, network analysis, insolvency, contagion, systemic risk, property-casualty insurance
life-cycle model, longevity risk, long-term care insurance, residential house, reverse mortgage
systemic risk, tail risk contagion, network analysis, single-index models with variable selection, the global insurance industry
Multi-population mortality model, factor copulas, maximum entropy principle, mortality/longevity risk pricing and hedging
securitization; longevity risk; extreme value theory; bond spreads
Insurance Contract, Adverse Selection, Moral Hazard
Home Equity Conversion Mortgage (HECM); Non-Recourse Provision; Mortality Modeling; Conditional Esscher Transform
Mortality Models, Asymmetric Jumps
Cost of Equity Capital, Information Risk, Accruals Quality
pension benefits, precautionary savings, difference-in-differences estimator
Home Equity Conversion Mortgages (HECM); HECM Mortgage-backed Securities (HMBS); Securitization; Financial Sustainability
ambiguity, ambiguity aversion, mortality-linked securities
Medicaid Expansion, Affordable Care Act, Medical Liability, Tort Reform
Insurance Demand, Consumption Commitment, Risk Preferences
Multi-population mortality model, factor copulas, generalized autoregressive score models, the Kortis bond
Peer Effects, Corporate Risk Management, Reinsurance Utilization, Spatial Durbin Dynamic Panel Model
Life-Cycle Model, Mortality Immunization, Tâtonnement Pricing
Seasonal ARIMA model; Extreme value theory; Hierarchical forecast reconciliation; Solvency capital requirement; COVID-19 pandemic
Real Option Valuation, Epidemic Risk, Operational Risk Management, Regime-Switching Model, Dynamic Programming
