The influence of corporate taxes on pricing and capital structure in property-liability insurance

DOI10.1016/J.INSMATHECO.2006.12.005zbMath1141.91511OpenAlexW2071105038MaRDI QIDQ939326

Hato Schmeiser, Nadine Gatzert

Publication date: 22 August 2008

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.12.005

zbMATH Keywords

contingent claims valuationcorporate taxationproperty-liability insurance

Mathematics Subject Classification ID

Related Items (2)

Stock vs. mutual insurers: who should and who does charge more? ⋮ The Liability Regime of Insurance Pools and Its Impact on Pricing

Cites Work

• Martingales and arbitrage in multiperiod securities markets
• Capital structure and the cost of equity capital in the property- liability insurance industry
• Option pricing when underlying stock returns are discontinuous
• Arbitrage Theory in Continuous Time

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