Jyh-Horng Lin
Biographic Data
| ID | 6274762 |
|---|---|
| NAME | Jyh-Horng Lin |
| GIVEN NAMES | Jyh-Horng |
| FAMILY NAME | Lin |
| SIGNATURE | LIN J |
| AFFILIATIONS | Tamkang University |
| ORCID | 0000-0003-1561-4948 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 1 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 1 |
Assessing insurer guarantee cover and risk retention toward SDG 3
The paper develops a down-and-out call option to evaluate the equity of a life insurer. The COVID-19 pandemic challenges captured by the premature feature of the down-and-out call option are also identified as structural breaks incorporated into the contingent claim option. Hedging, shown by the guarantee cover ratio, reflects the insurer’s ability to meet policy commitments. Reinsurance, indicated by the risk retention ratio, distributes insuran…
Insurer green financing for a supply chain under cap-and-trade regulation
This paper introduces a contingent claim analysis to examine sustainable insurance practices. It investigates how life insurers participate in sustainable lending by financing borrowing firms committed to environmentally friendly practices for cleaner production. We establish a capped call option model, where the capped function explicitly considers credit risks associated with borrowing firms in a supply chain engaged in the cap-and-trade mechan…
The impact of war on insurer safety
Determining the optimal guaranteed rate of life insurance policies can effectively promote sustainable societies and disaster-resilient communities in times of war. Nevertheless, such strategic coverage remains uncommon in many countries. This article presents a capped-down-and-out call option model to assess life insurers’ safety during conflicts. Wars may lead to reduced life insurance businesses due to lower guaranteed rates set by insurers, y…
Borrowing-firm environmental impact on insurer green finance assessment
The impact of war on insurer safety
Determining the optimal guaranteed rate of life insurance policies can effectively promote sustainable societies and disaster-resilient communities in times of war. Nevertheless, such strategic coverage remains uncommon in many countries. This article presents a capped-down-and-out call option model to assess life insurers’ safety during conflicts. Wars may lead to reduced life insurance businesses due to lower guaranteed rates set by insurers, y…
Borrowing-firm environmental impact on insurer green finance assessment
Assessing insurer guarantee cover and risk retention toward SDG 3
The paper develops a down-and-out call option to evaluate the equity of a life insurer. The COVID-19 pandemic challenges captured by the premature feature of the down-and-out call option are also identified as structural breaks incorporated into the contingent claim option. Hedging, shown by the guarantee cover ratio, reflects the insurer’s ability to meet policy commitments. Reinsurance, indicated by the risk retention ratio, distributes insuran…
Insurer green financing for a supply chain under cap-and-trade regulation
This paper introduces a contingent claim analysis to examine sustainable insurance practices. It investigates how life insurers participate in sustainable lending by financing borrowing firms committed to environmentally friendly practices for cleaner production. We establish a capped call option model, where the capped function explicitly considers credit risks associated with borrowing firms in a supply chain engaged in the cap-and-trade mechan…
Business (4 works) · Economics (3 works) · Finance (3 works) · Insurance and Financial Risk Management (3 works) · Actuarial science (2 works) · Global Health Care Issues (2 works) · Casualty insurance (1 work) · Computer Science (1 work) · Computer security (1 work) · Economic, financial, and policy analysis (1 work)