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Risk, ambiguity, and insurance.

Kang, Yu.

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Risk, ambiguity, and insurance.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Risk, ambiguity, and insurance./
作者:	Kang, Yu.
面頁冊數:	158 p.
附註:	Source: Dissertation Abstracts International, Volume: 59-06, Section: A, page: 2099.
Contained By:	Dissertation Abstracts International59-06A.
標題:	Business Administration, General. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9838010
ISBN:	0591916800

Risk, ambiguity, and insurance.
Kang, Yu.

Risk, ambiguity, and insurance. - 158 p.

Source: Dissertation Abstracts International, Volume: 59-06, Section: A, page: 2099.

Thesis (Ph.D.)--The University of Texas at Austin, 1998.

This dissertation is in two independent parts. The first part covers the first five chapters and the second part covers the last two.

ISBN: 0591916800Subjects--Topical Terms:

1017457
Business Administration, General.

Risk, ambiguity, and insurance.
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245 1 0 $a Risk, ambiguity, and insurance.
300 $a 158 p.
500 $a Source: Dissertation Abstracts International, Volume: 59-06, Section: A, page: 2099.
500 $a Supervisor: Patrick L. Brockett.
502 $a Thesis (Ph.D.)--The University of Texas at Austin, 1998.
520 $a This dissertation is in two independent parts. The first part covers the first five chapters and the second part covers the last two.
520 $a In the first part, we investigate the role of ambiguity in risk measurement and develop a new methodology for addressing ambiguity based on so-called "imprecise probabilities". This methodology leads to an approach to decision making in ambiguous situations by explicitly associating ambiguity with imprecise probability measurement. For descriptive studies, the use of imprecise probabilities can be shown to unify a wide range of previously proposed theoretical and empirical approaches to preferences and to risk perceptions. Based on imprecise probabilities, we propose a dynamic decision-making framework for insurance that has important applications and implications in practice.
520 $a In the second part of the dissertation, we consider a tax-deductible issue for captive insurance companies that recently attracted the attention of both academic and industry researchers, in part due to several multi-million dollar tax court cases (cf., Witt, 1993). To address this issue, a brief review of risk spreading and risk shifting in insurance is presented in Chapter 6. In Chapter 7, we evaluate the tax deductibility issue for captive insurance company pools by focusing on a fundamental aspect of risk transfer and risk reduction in a pool of captive insurance companies. An analysis is presented of risk transfer properties of mutual captive insurance pools, and this analysis is related to the tax-deductibility question and captive insurance premiums by corporations when the captive is involved in a mutual captive reinsurance pool. This mutual captive reinsurance pool is represented by the number of financially independent captive insurance company subsidiaries who join a mutual reinsurance pool, contribute portions of their pure risks to it, and then mutually assume or reinsure all risks in this pool. The issue of tax deductibility for captive insurance company pools basically involves two facts. The first fact is that whether, and under what circumstances, a common risk-pooling organization (or mutual reinsurance pool) provides true "insurance" to those captive insurance subsidiaries who join this pool. The second fact is whether a mutual reinsurance pool provides true "insurance" for the parent company and related affiliates of the captive insurance subsidiary when a fronting insurer is utilized.
520 $a Based on this analysis, it is shown that whether a risk pooling or transfer exists in the captive insurance is determined by the proportion of its total pure risk that a captive insurance subsidiary transfers to the reinsurance pool and by the ownership size of the mutual reinsurance pool. This is a valuable conclusion and leads to a "risk reduction ratio", which quantifies the effect of the captive pool on the risk profile of the parent company.
590 $a School code: 0227.
650 4 $a Business Administration, General. $3 1017457
650 4 $a Business Administration, Management. $3 626628
690 $a 0310
690 $a 0454
710 2 0 $a The University of Texas at Austin. $3 718984
773 0 $t Dissertation Abstracts International $g 59-06A.
790 $a 0227
790 1 0 $a Brockett, Patrick L., $e advisor
791 $a Ph.D.
792 $a 1998
856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=9838010