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10.1016/j.frl.2020.101744 http://scihub22266oqcxt.onion/10.1016/j.frl.2020.101744 32905078!7462787!32905078     free     free     free Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 217.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Warning: imagejpeg(C:\Inetpub\vhosts\kidney.de\httpdocs\phplern\32905078.jpg): Failed to open stream: No such file or directory in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 117       Financ+Res+Lett 2020 ; 36 (ä): 101744 Nephropedia Template TP {{tp|p=32905078|t=2020. Capped borrower credit risk and insurer hedging during the COVID-19 outbreak |pdf=|usr=}}{{32905078}} gab.com Text Capped borrower credit risk and insurer hedging during the COVID-19 outbreak JO: Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32905078 #FOAvip In this paper, we apply the risk-neutral valuation methodology to evaluate a life insurer's equity. We model the features capped by the explicit treatment of the borrowing firm's credit risk, the optimal guaranteed rate-setting, and the coronavirus disease (COVID-19) outbreak. The results show that the severe effect of the COVID-19 epidemic on the borrowing firm harms its insurance business but that stringent capital regulation helps. The severe impact of COVID-19 on both the borrowing firm and the insurer hedging harm policyholder protection, thereby adversely affecting insurance stability. Twit Text FOAVip Capped borrower credit risk and insurer hedging during the COVID-19 outbreak ????Financ Res Lett http://www.kidney.de/pget.php?&tw=1&pmid=32905078 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32905078 #FOAvip English Wikipedia <ref>{{Cite pmid|32905078}}</ref> Capped borrower credit risk and insurer hedging during the COVID-19 outbreak #MMPMID32905078 Chen S; Yang Y; Lin JH Financ Res Lett 2020[Oct]; 36 (ä): 101744 PMID32905078show ga In this paper, we apply the risk-neutral valuation methodology to evaluate a life insurer's equity. We model the features capped by the explicit treatment of the borrowing firm's credit risk, the optimal guaranteed rate-setting, and the coronavirus disease (COVID-19) outbreak. The results show that the severe effect of the COVID-19 epidemic on the borrowing firm harms its insurance business but that stringent capital regulation helps. The severe impact of COVID-19 on both the borrowing firm and the insurer hedging harm policyholder protection, thereby adversely affecting insurance stability. äCapped borrower credit risk and insurer hedging during the COVID-19 ou(epmc).pdf DeepDyve Pubget Overpricing