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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 | ||
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