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This research presented an empirical investigation of the determinants of the net interest margin in Turkish Banking sector with a particular emphasis on the bank ownership structure. This study employed a unique bank-level dataset covering…

General Economics · Economics 2025-06-09 Fatih Kansoy

With the rise of emerging risks, model uncertainty poses a fundamental challenge in the insurance industry, making robust pricing a first-order question. This paper investigates how insurers' robustness preferences shape competitive…

Risk Management · Quantitative Finance 2025-10-20 Shunzhi Pang

This paper develops a dynamic equilibrium model of the insurance market that jointly characterizes insurers' underwriting, investment, recapitalization, and dividend policies under model uncertainty and financial frictions. Competitive…

Risk Management · Quantitative Finance 2026-03-20 Bingzheng Chen , Jan Dhaene , Chun Liu , Shunzhi Pang

Purpose: In addition to playing an important role in creating economic security and investment development, insurance companies also invest. The country's insurance industry as one of the country's financial institutions has a special place…

General Economics · Economics 2022-06-24 Rasoul Jamshidi , Mohammad Ebrahim Sadeghi

This paper investigates both short and long-run interaction between BIST-100 index and CDS prices over January 2008 to May 2015 using ARDL technique. The paper documents several findings. First, ARDL analysis shows that 1 TL increase in CDS…

Statistical Finance · Quantitative Finance 2025-12-10 Yhlas Sovbetov , Hami Saka

Analyzing the financial benefit of marketing is still a critical topic for both practitioners and researchers. Companies consider marketing costs as a type of investment and expect this investment to be returned to the company in the form…

General Economics · Economics 2021-04-30 Musaab Mousa , Saeed Nosratabadi , Judit Sagi , Amir Mosavi

We study the causal effects of financial incentives on the quality of crowdwork. We focus on performance-based payments (PBPs), bonus payments awarded to workers for producing high quality work. We design and run randomized behavioral…

Computer Science and Game Theory · Computer Science 2015-03-20 Chien-Ju Ho , Aleksandrs Slivkins , Siddharth Suri , Jennifer Wortman Vaughan

It has become standard practice in the non-life insurance industry to employ Generalized Linear Models (GLMs) for insurance pricing. However, these GLMs traditionally work only with a priori characteristics of policyholders, while nowadays…

Applications · Statistics 2021-01-26 Robert Matthijs Verschuren

This article investigates the effect of prices and socio-demographic variables on the farmers decision to purchase agricultural insurance. A survey has been conducted to 200 farmers most of whom are engaged in diversified income-generating…

General Finance · Quantitative Finance 2020-04-24 Osman Gulseven

This study analyzes the impacts of exchange rate and inflation on exports in Turkiye. Annual data for the period 1995-2023 were used in the analysis. The Johansen cointegration analysis and Dynamic Least Squares (DOLS) method were employed…

General Economics · Economics 2026-04-15 Emre Akusta

This project works with the risk model developed by Li et al. (2015) and quests modelling, estimating and pricing insurance for risks brought in by innovative technologies, or other emerging or latent risks. The model considers two…

Statistics Theory · Mathematics 2019-05-20 Weihong Ni , Corina Constantinescu , Alfredo Egídio dos Reis , Véronique Maume-Deschamps

Insurers are increasingly adopting more demand-based strategies to incorporate the indirect effect of premium changes on their policyholders' willingness to stay. However, since in practice both insurers' renewal premia and customers'…

Applications · Statistics 2022-10-10 Robert Matthijs Verschuren

There are different views in the literature regarding economic growth and development. Growth and development hypotheses have been addressed from many different perspectives. It is aimed to examine the view of production with the Heavy…

General Economics · Economics 2025-03-25 Ali Doğdu , Murad Kayacan

Firms in the U.S. spend over 200 billion dollars each year advertising their products to consumers, around one percent of the country's gross domestic product. It is of great interest to understand how that aggregate expenditure affects…

Physics and Society · Physics 2023-08-15 Joseph D. Johnson , Adam M. Redlich , Daniel M. Abrams

This study analyzes the validity of jobless growth in Turkiye on sectoral basis. It analyzes the impacts of agriculture, industry, construction and services sectors on unemployment using annual data for the period 2000-2022. ARDL method is…

General Economics · Economics 2025-12-22 Emre Akusta

This paper investigates whether climate-friendly food products command a price premium in consumer markets. Using product-level data from a supermarket in Sweden, we examine the relationship between front-of-package climate impact scores…

General Economics · Economics 2025-07-15 Voraprapa Nakavachara , Chanon Thongtai , Thanarat Chalidabhongse , Chanathip Pharino

The paper is motivated by a problem concerning the monotonicity of insurance premiums with respect to their loading parameter: the larger the parameter, the larger the insurance premium is expected to be. This property, usually called…

Risk Management · Quantitative Finance 2010-08-23 Hristo S. Sendov , Ying Wang , Ricardas Zitikis

Order book dynamics play an important role in both execution time and price formation of orders in an exchange market. In this study, we aim to model the limit order arrival rates in the vicinity of the best bid and the best ask price…

Mathematical Finance · Quantitative Finance 2019-09-19 Can Yilmaz Altinigne , Harun Ozkan , Veli Can Kupeli , Zehra Cataltepe

Modelling all possible life cycles of a company in a highly competitive economic environment gives a significant advantage to the owner in his business investment activities. This article proposes and analyses a dynamic model of a company's…

General Finance · Quantitative Finance 2019-04-23 O. A. Malafeyev , I. I. Pavlov

This paper examines how Polish consumers are adapting to online insurance purchasing channels and what factors influence their preferences. Drawing on a structured survey of 100 respondents with varied demographic profiles, the study…

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