Effects of Cap-and-Trade Mechanism and Financial Gray Rhino Threats on Insurer Performance

This paper develops a capped barrier option model to examine how a cap-and-trade mechanism affects an insurer’s guaranteed rate-setting behavior and policyholder protection in a financial gray rhino environment. Toward sustainability, the insurer explicitly captures the credit risk from the borrowin...

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Bibliografski detalji

Glavni autori:	Shi Chen, Fu-Wei Huang, Jyh-Horng Lin
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2022-07-01
Serija:	Energies
Teme:	cap-and-trade capped barrier option model financial gray rhino policyholder protection policy loans
Online pristup:	https://www.mdpi.com/1996-1073/15/15/5506
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