---
title: Insurance Investments
url: https://www.ml-quant.com/papers/ssrn/4834378/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4834378
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834378
featured: 2024-05-22
citations: unknown
topic: Risk, Credit & Banking
---


# Insurance Investments

The study presents a theory connecting insurance premiums, insurers' investment behavior, and asset prices, showing that insurers with stable funding take more investment risks and earn higher returns.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4834378
- Identifier: SSRN 4834378
- Released: 2023-03-26
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Risk, Credit & Banking

## Related

- [A Study of Machine Learning Techniques for Predictive Analysis of Health Insurance](https://www.ml-quant.com/papers/ssrn/4817382/): The article discusses the use of machine learning in health insurance for anomaly detection and predictive modeling, emphasizing the effectiveness of decision tree regression and random forest regressor.
- [Stackelberg Reinsurance and Premium Decisions with MV Criterion and Irreversibility](https://www.ml-quant.com/papers/arxiv/2402.11580/): A study on reinsurance Stackelberg game suggests a single, one-time reinsurance contract is more beneficial than continuous or multiple discrete-time contracts.
- [Optimal insurance design with Lambda-Value-at-Risk](https://www.ml-quant.com/papers/arxiv/2408.09799/): The paper studies optimal insurance solutions using the Lambda-Value-at-Risk model, revealing that a truncated stop-loss indemnity is ideal under certain conditions and discusses the effect of model uncertainty.
- [Unlocking The Potential: Enhancing Insurtech Innovation and Efficiency with a Data Analytics Approach](https://www.ml-quant.com/papers/ssrn/4938167/): The article highlights how data analytics and digitalization are fostering innovation in the insurance sector, based on a study involving 230 customers and various secondary data sources.
- [A novel k-generation propagation model for cyber risk and its application to cyber insurance](https://www.ml-quant.com/papers/arxiv/2408.14151/): The research proposes a new model for calculating aggregate losses in cyber insurance pricing, considering the origin contagion location and varying security levels in a network.
- [Lapse-supported life insurance and adverse selection](https://www.ml-quant.com/papers/arxiv/2409.01843/): The article talks about how lapse-supported premiums can raise the costs of adverse selection in life insurance, especially when high-risk individuals keep their policies longer. It also proposes three ways to handle surplus from policy lapses.
