پیوندهای مفید
آمار
| تعداد نشریات | 21 |
| تعداد شماره‌ها | 622 |
| تعداد مقالات | 9,157 |
| تعداد مشاهده مقاله | 67,490,185 |
| تعداد دریافت فایل اصل مقاله | 8,019,455 |
Investigating the effect of risk on life insurance return in the Iranian economy | ||
| International Journal of Nonlinear Analysis and Applications | ||
| مقاله 22، دوره 14، شماره 7، مهر 2023، صفحه 243-254 اصل مقاله (533.29 K) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22075/ijnaa.2022.27137.3594 | ||
| نویسندگان | ||
| Abedin Saeedi Kia1؛ Darioush Hassanvand* 2؛ Reza Maaboudi3؛ Farhad Tarhami4 | ||
| 1Department of Economics, Aligudarz Branch, Islamic Azad University, Aligudarz, Iran | ||
| 2Department of Economics, Faculty of Management and Economics, Lorestan University, Khorramabad, Iran. | ||
| 3Faculty of Humanities, Department of Economics, Ayatollah Ozma Boroujerdi University, Iran | ||
| 4Department of Economic, Al-Zahra University, Tehran, Iran | ||
| تاریخ دریافت: 18 بهمن 1400، تاریخ بازنگری: 14 اسفند 1400، تاریخ پذیرش: 14 فروردین 1401 | ||
| چکیده | ||
| Examining the movement trend of life insurance returns shows, That the movement of income return has been less than the movement of return of life insurance claims. Fewer movements of income return than movements of life insurance claims in the economy arise from various variables, including life insurance management, Part of which is due to risk recognition. This helps life insurance industry executives, To the extent of the boundary between tolerable and intolerable risks in accepting or not accepting various swimming risks, And by managing them, they can play an important role in marketing and increasing the demand for insurance and, in general, for the optimal growth of life insurance. Hence the purpose of the article; Investigating the effect of risk on life insurance return during the period 1971-2019 using the ARIMA-GARCH / TARCH model and beta coefficient. The results show; There is a significant relationship between examining the impact of risk on life insurance return. Also in this research, systematic risk has been investigated using the beta coefficient method. Because the beta coefficient obtained is 17\% and is less than one and greater than zero. This result indicates that life insurance income is smaller than the general trend of market movement and risk aversion has a negative impact on the return on life insurance income. | ||
| کلیدواژه‌ها | ||
| Risk؛ Life insurance؛ The movement process of efficiency؛ Beta coefficient | ||
| مراجع | ||
|
[1] S. Asadi Gharagouz, A. Daqiqi Asl, G. Mahdavi and M. Daman Keshideh, Factors affecting financial development emphasis on life insurance (comparative study of Iran and developed countries), Sci. J. Insurance Res. 34 (2018), no. 4, 9–45. [2] H. Asayesh and S.P. Jalili Kamjoo, Investigating the effect of political, economic and financial risk regimes on life insurance demand, Insurance Res. Paper 10 (2019), no. 1, 9–38. [3] A. Dehghani and N. Sheikh Rezaei, National risk index on commercial insurance demand (case study of the countries of the Mena Basin), J. Econ. Bus. 8 (2017), no. 16, 15–31. [4] N.W. Han and M.W. Hung, Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks, Insurance: Math. Econ. 73 (2017), 54–67. [5] Z. Hui and Z. Xin, The dynamic relationship between insurance development and economic growth: New evidence from China's coastal areas, Afr. J. Bus. Manag. 11 (2017), no. 5, 102–109. [6] A. Khadivar, F. Firoozi and L. Niakan, Risk assessment and compliance with business rules in insurance Case study with the help of process mining technique: The process of third party insurance damages, Sci. J. Insurance Res. 35 (2021), no. 2. [7] H. Kunreuther and M. Pauly, Insurance decision-making for rare events: The role of emotions, National Bureau of Economic Research, Working paper 20886, 2015. [8] A. Mirzaei, M. Hassani and S.A. Noureddini, The effect of important insurance indicators on economic growth in OPEC member countries, Quart. Insurance Ind. 1 (2014), 1–22. [9] F. Mohagheghzadeh, S. Shirinbakhsh, A. Najafizadeh and A. Daqiqi Asl, The impact of economic growth from life and non-life insurance, J. Appl. Econ. Stud. Iran 6 (2017), no. 23. [10] T. Nouraie Motlagh, Study of complementary insurance demand behavior in urban areas of the country’s provinces based on the level of development finding using two models of logit and classification trees, Faculty of Medical Sciences and Health Services of Iran, Ph.D. Thesis, 2015. [11] Office of Planning and Development, Statistical yearbook of insurance industry in 2005, Statistical Analysis Office, Central Insurance of the Islamic Republic of Iran, 2005. [12] K. Peykarjoo and B. Hosseinpour, Measuring value at risk in insurance companies using GARCH Model, Quart. J. Insurance Ind. 25 (2010), no. 4, 33–58. [13] H. Raghfar, I. Safarzadeh and M. Ghafouri Boroujerdi, The effect of inflation on financial wealth of insurance companies in Iran, Quart. J. Econ. Model. 12 (2018), no. 42, 23–47. [14] A. Souri, Econometrics (advanced) with the application of Eviews 8 and Stata 12 (volume 2), Philology, 2013. [15] A. Torusian, What is the beta coefficient and how is it calculated?, http://www.ershan.ir/pst/feed, 2016. [16] Y. Zheng, T. Vukina and X. Zheng, Estimating asymmetric information effects in health care accounting for the transactions costs, North Carolina State University, Department of Agricultural and Resource Economics, (2016), no. 1181-2017-4209. | ||
|
آمار تعداد مشاهده مقاله: 16,733 تعداد دریافت فایل اصل مقاله: 324 |
||