Min-Ming Wen
California State University, Los Angeles
10 Papers
33 Citations
Min-Ming Wen is an academic researcher from California State University, Los Angeles. The author has contributed to research in topics: Risk management & Underwriting. The author has an hindex of 5, co-authored 10 publications. Previous affiliations of Min-Ming Wen include Shippensburg University of Pennsylvania.
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Papers
Basis risk and hedging efficiency of weather derivatives
TL;DR: In this paper, the authors examined empirically the basis risk and hedging efficiency of temperature-indexed standardized weather derivatives in hedging weather risks in the US energy industry using power load and temperature data.
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Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event
TL;DR: This paper conducted an empirical investigation of how these two risks are associated with each other in the 1994-2000 period (before the September 11th terrorist attack in 2001) and found that there is no significant relationship between the underwriting and investment risks among the sample firms.
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Underwriting and Investment Risks in the Property-Liability Insurance Industry: Evidence Prior to the 9-11 Event
TL;DR: In this article, the authors conducted an empirical investigation of how these two risks are associated with each other in the 1994-2000 period (before the September 11th terrorist attack in 2001).
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The Dynamic Interactions between Risk Management, Capital Management, and Financial Management in the U.S. Property/Liability Insurance Industry
TL;DR: In this paper, the authors examined empirically how risk management, financial management, and capital management are related to each other in the property/liability insurance industry, thereby reflecting interactions in managerial decisions such as the choice of derivatives and reinsurance use, the allocation of asset risks, the determination of underwriting activities and liability risks, and the adequacy of capital levels.
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Firm-Level Data Analysis of the Effects of Net Investment Income on Underwriting Cycles: An Application of Simultaneous Equations
Min-Ming Wen,Patricia Born +1 more
TL;DR: In this article, the authors test two major theories of insurer underwriting cycles and extend the hypotheses to explain insurers' reserving behaviors by applying a simul- taneous equations model to cross-sectional and time-series firm-level data, and find that net investment income is inversely related to both premiums and loss reserves, as expected, and identify how the magnitudes of these effects correspond to the phases of the underwriting cycle.
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