Pricing premium

The purpose of this study is to determine the pricing (premium) for disaster reinsurance program. For those, this study uses the Peak Over Threshold (POT) approach, where the method pays attention to the pattern of heavy tail behaviour on the number of victims killed due to disaster events through extreme values with a reference value called the threshold u.

9p longtimenosee06 27-03-2024 3 2   Download

The aim of this study was to build a price model for premium and medium rice in South Sumatra Province, being a major centre for production in Indonesia. This was estimated using the ARCH/GARCH model, based on the weekly data obtained between March 2016 and July 2019. The results showed the occurrence of price volatility for premium and medium variety, despite the polity implementation by government.

10p longtimenosee06 27-03-2024 3 2   Download

The failure of inflation targeting regimes in several emerging economies has received renewed interest among academics and policymakers alike. This ineffectiveness can be attributed to worsening fiscal positions in the aftermath of the Global Financial Crisis, which sheds light on the importance of coordinating fiscal policy and monetary policy to achieve price stability. This thesis, therefore, aims to investigate the effects of fiscal policy on the different transmission channels of monetary policy, which ultimately results in high inflation.

191p runthenight04 02-02-2023 4 2   Download

Lecture Money, Banking & Finance (2) - Lecture 5: The Capital Asset Pricing Model (CAPM). Learning objectives of this chapter include: Analyse the determinants of the equilibrium expected return on an individual security; to show how the risk premium on an asset is determined; explain the capital asset pricing model; show that the riskiness of an individual asset is given by its ‘beta’.

26p runordie1 10-05-2022 24 2   Download

The results show that although stock portfolios carried market risk, a market risk premium is not significant. In contrast, size and book to market effects play a role in asset pricing. From that, investors will have a certain basis of evaluation in these factors when making investment decisions in order to get a better chance of receiving an expected return.

12p vijihyo2711 25-09-2021 13 1   Download

The two objectives of the thesis use different analysis methods and models. The first research objective uses the method of behavior mapping included walk-by observations and direct observations to explain why sidewalk can become public space by capturing liveliness as a quality dimension in HCMC. The second research applies the Hedonic pricing model to examine value premiums that sidewalk has on residential property values in mixed-use neighborhood in HCMC.

172p kethamoi12 15-05-2021 16 2   Download

This article investigates the impact of price display in the luxury sector, which has always been thought of as “bad practice” in luxury marketing but never explored empirically. Taking an experimental approach, the study shows that in the case of brands in the premium luxury segment, price display may have a positive influence on luxury perceptions, and more specifically on perceived brand uniqueness and conspicuousness, which in turn may transfer to brand attitude and desirability.

8p nhutnhannm 07-04-2021 20 1   Download

Cucurbits comprise 117 genera and 825 species. Out of this 30 species of nine genera are used as cultivated plants. Most of the cucurbits viz., cucumber, bottle gourd, ridge gourd, bitter gourd, snake gourd, water melon and muskmelons are monoecious and annul in habit. However plants like pointed gourd, spine gourd, ivy gourd and chow-chow are dioecious and perennials. It is of high market demand with a special delicacy for the people of India and it fetches premium price in the market.

9p quenchua8 29-09-2020 14 1   Download

The rainy crop is of inferior quality, infested with fruit flies and do not keep well, whereas the winter crop produces a better fruit quality, fetch a premium price and has a long shelf life. Hence rainy season crop is regulated to next winter season by pruning. Pruning at different timings have shown different effects on the growth, flowering and yield parameters of the crop. It‟s essential to standardize the pruning time in order to get crop with higher returns.

8p kethamoi7 26-08-2020 17 2   Download

This paper presents a new model for pricing OTC derivatives subject to collateralization. It allows for collateral posting adhering to bankruptcy laws. As such, the model can back out the market price of a collateralized contract. This framework is very useful for valuing outstanding derivatives. Using a unique dataset, we find empirical evidence that credit risk alone is not overly important in determining creditrelated spreads. Only accounting for both collateral arrangement and credit risk can sufficiently explain unsecured credit costs.

26p timxiao 22-07-2020 63 2   Download

This paper studies China’s stock prices in the framework of consumption-based capital asset pricing models (CCAPM). Using China’s quarterly stock market data from 1991 to 2019, we estimate and compare four versions of CCAPM: the classical CCAPM, CCAPM with housing service consumption, with habit formation, and with both. We find habit formation affects stock returns only if housing service consumption is considered. Further, although every model is consistent with data to certain extent, the models with habit formation perform substantially better.

12p nguyenanhtuan_qb 09-07-2020 21 4   Download

This study examined the relationship between petroleum products prices and consumer products prices between 1996 and 2018 in Nigeria. The relationship between automotive gas oil, premium motor spirit (petrol), dual purpose kerosene (household kerosene) prices and consumer products prices in Nigeria. Research design used in this study was expost-facto design.

14p cleopatrahuynh 01-06-2020 11 0   Download

The capital asset pricing model, almost always referred to as the CAPM, is a centerpiece of modern financial economics. The model gives us a precise prediction of the relationship that we should observe between the risk of an asset and its expected return. Chapter 9 provides knowledge of the capital asset pricing model.

22p nanhankhuoctai1 29-05-2020 42 1   Download

Basmati rice, originated in the foothills of Himalayas, commands a premium price in the domestic and international markets on account of its unique quality traits. The complex genetic nature of unique traits of Basmati as well as tedious screening methodologies involved in quality testing have been serious constraints to breeding quality Basmati.

19p vihashirama2711 21-05-2020 22 1   Download

Chapter 6 - The black-scholes option pricing model. This chapter presents the following content: Introduction, the black-scholes option pricing model, calculating black-scholes prices from historical data, implied volatility, using black-scholes to solve for the put premium, problems using the black-scholes model.

45p thuongdanguyetan03 18-04-2020 10 1   Download

The present study was conducted in Bengaluru urban district of Karnataka during 2018-19 to assess the consumer preference and their satisfaction about organic products. It was observed that 100 per cent of consumers preferred organic vegetables followed by organic fruits (80.00%), organic eggs (71.66%), millets (66.66%), Pulses (43.33%) and cereals and their bi products (30.00%). With respect to overall preference for organic products by the consumers, it was found that 53.33 per cent of consumers belong to medium category followed by high (30.00%) and low (16.66%) category.

9p caygaocaolon3 09-03-2020 14 0   Download

An initiative was taken by AEEC, Koppal to educate farmer on the importance of organic mango production and value addition with the help of a NGO. Farmer produced the organic mango and NGO procured and processed the produce and sold at premium price. The farmer received an additional income of Rs. 98926 and consumer satisfied with organic products.

4p nguaconbaynhay3 07-02-2020 10 0   Download

The objective of this work is to identify and examine the risk premium of the exchange rate; then, to determine the factors that cause it, and to measure its variance by using a GARCH-M model. Some theoretical models are developed by taking the exchange rate risk premium as dependent variable and other macrovariables, political events, and market conditions as independent ones. There are three different exchange rates ($/€, $/£, and ¥/$) used, here, for the measurement of the risk premium and the empirical test of the model.

23p trinhthamhodang2 21-01-2020 59 2   Download

This study indicates that there is no explicit evidence supporting the fact that banks in China lack strength and are exposed to the risk of bankruptcy. That is, the financial industry structure in China is healthy and an increased investment and facilities in this industry should be considered. However, the empirical results of the deposit insurance pricing model show that it is necessary to establish a deposit insurance system for the banks in China as all the estimated deposit insurance premiums are significantly positive.

16p trinhthamhodang2 21-01-2020 35 1   Download

This paper aims to develop testing model based on logistic regression with three factors to investigate the equity premium portion of CAPM model. It includes (1) literature review on equity premium of CAPM (Capital Asset Pricing Model) model; (2) Set up logistic regression model; (3) Data collection from Datastream; (4) Use of Matlab in regression; (5) Data input in logistic regression; (6) Create a homemade model to prove the nonexistence of equity premium puzzle. Together with investigating the proper definition of risk-free rate, this paper investigates and tests the basic model of CAPM.

13p trinhthamhodang2 21-01-2020 15 0   Download