Metrika

  • citati u SCIndeksu: 0
  • citati u CrossRef-u:0
  • citati u Google Scholaru:[]
  • posete u poslednjih 30 dana:23
  • preuzimanja u poslednjih 30 dana:14

Sadržaj

članak: 4 od 48  
Back povratak na rezultate
2022, vol. 8, br. 3, str. 42-71
Uticaj isplata osiguranih suma na investicioni portfolio osiguravajućih kompanija
aUniverzitet u Kragujevcu, Fakultet za hotelijerstvo i turizam, Vrnjačka Banja, Srbija
bSveučilište u Rijeci, fakultet za menadžment u turizmu i ugostiteljstvu, Opatija, Hrvatska

e-adresanemanja.pantic@kg.ac.rs, karmen.mikulic@fthm.hr, m.lekovic@kg.ac.rs
Sažetak
Potreba za osiguranjem datira u dalekoj prošlosti. Od primitivnih načina osiguranja do njegove institucionalizacije i zakonske implementacije je proteklo mnogo vremena. Savremeno tržište osiguranja, bez obzira na globalni karkter, nije ravnomerno razvijeno. Neujednačenost razvoja je jedna od njegovih glavnih karakteristika neretko povezana sa ostvarenim nivoom privrednog razvoja. Brojni faktori utiču na investicionu aktivnost osiguravajućih kompanija kao nosioca tržišta osiguranja. Predmet ovog rada će biti ispitivanje veze odnosno uticaja isplata osiguranih suma (šteta) na redistribuciju investicionog portfolija na tržištu kapitala. Za tu potrebu biće formulisane dve hioteze, odvojeno za tržište neživotnog i životnog osiguranja. Ispitivanje veze razmatranih varijabli će biti sprovedeno pomoću SPSS statističkog softvera odnosno HI kvadrat testa. Bez obzira na dokazivanje hipoteza neće biti moguće jedinstveno donošenje zaključaka za oba tržišta.
Reference
*** Global insurance market trends, annual reports, 2014, 2015, 2016, 2017, 2018, 2019. dostupno na web sajtu: https://www.oecd.org/daf/fin/insurance/globalinsurancemarkettrends.htm
Agic-Sabeta, E. (2017) Portfolio insurance investment strategies: A risk-management tool. UTMS Journal of Economics, 8(2): 91-104
Alshammari, A., Syed, M., Alhabshi, J., Saiti, B. (2018) A comparative study of the historical and current development of the GCC insurance and takaful industry. Journal of Islamic Marketing, 9(2): 356-369
Anđelinović, M., Samodol, A., Pavković, A. (2018) Asset allocation and profitability of Croatian insurerers in the pre-solvency period. Economics Review, 47(4), 387-411
Antić, A., Dragović, N., Tomić, N. (2021) Show cave websites in Serbia: Evaluation and potential improvements. Menadžment u hotelijerstvu i turizmu, vol. 9, br. 1, str. 11-25
Baranoff, E.G., Sager, T.W. (2009) Do Life Insurers' Asset Allocation Strategies Influence Performance within the Enterprise Risk Framework?. Geneva Papers on Risk and Insurance - Issues and Practice, 34(2): 242-259
Chache, W.O., Mwangi, C.I., Nyamute, W., Angima, C. (2021) Risk-Based Capital and Investment Returns of Insurance Companies in Kenya: Moderating Effect of Firm Size. European Scientific Journal ESJ, 16(31): 25-41
Chevallier, E., Müller, H. (2014) Analysis of the Insurance Market in the Czech Republic. Globalization and its Socio-Economic Consequences. ASTIN Bulletin: The Journal of the IAA, 24(1), 5-18
Černohorska, L., Klofat, M. (2021) An Analysis if the Insurance Market Concequences. 92, 46-56
Čolović, V. (2010) Osiguravajuća društva - zakonodavstvo Srbije, pravo EU, uporedno pravo. Beograd: Institut za uporedno pravo
Esfandi, E., Mousavi, H., Moshrefi, R., Farhang, B., Moghaddam, S. (2020) Insurer Optimal Asset Allocation in a Small and Closed Economy. Journal of Money and Economy, 15(4), 445-461
Hamidi, B., Maillet, B., Prigent, J.-.L. (2014) A dynamic autoregressive expectile for time-invariant portfolio protection strategies. Journal of Economic Dynamics and Control, 46(1): 1-29
Kielholz, W. (2021) Connecting the world's risk and insurance communities: Why research-based dialogue is more important than ever. Geneva Pap Risk Insurance Issues Practise, 46, 281-292
Koijen, R.S.J., Yogo, M. (2022) The Fragility of Market Risk Insurance. Journal of Finance, 77(2): 256-274
Kouwenberg, R. (2018) Strategic asset allocation for insurers under Solvency II. Journal of Asset Management, 19(1), 103-117
Mitrović, A., Knežević, S., Milašinović, M. (2021) Profitability analysis of hotel companies in the Republic of Serbia. Menadžment u hotelijerstvu i turizmu, vol. 9, br. 1, str. 121-134
Olarewaju, O., Msomi, T. (2021) Determinants of Insurance Penetration in West African Countries: A Panel Auto Regressive Distributed Lag Approach. Journal of Risk and Financial Management, 14, 350-365
Peleckienė, V., Peleckis, K. (2014) Omnibus II Effective Measures in Adjusting the Current Solvency II Framework. Procedia - Social and Behavioral Sciences, 110: 156-163
Poufinas, T., Tsitsika, P. (2018) An Assessment of the Market Risk Solvency Capital Requirement Simplifications for Insurance Undertakings. Theoretical Economics Letters, 08(11): 2363-2387
Ristić, K., Miljković, L., Milunović, M. (2021) Investment in the banking sector as a basis for money laundering. Akcionarstvo, 27(1): 55-71
Tasić, S., Krstić, D., Milojević, I. (2021) Statistička analiza bankoosiguranja. Akcionarstvo, 27(1), 41-55
Tepavčević, J., Vukosav, S., Bradić, M. (2021) The impact of demographic factors on work-family conflict and turnover intentions in the hotel industry. Menadžment u hotelijerstvu i turizmu, vol. 9, br. 2, str. 25-36
Tiefeng, W., Rwegasira, K. (2006) Dynamic Securities Assets Allocation in Portfolio Insurance: The Application of Constant Proportion Portfolio Insurance and Time Invariant Portfolio Protection Methodologies in the Chinese Capital Market. Investment Management and Financial Innovations, 3(1): 97-103
Žarković, N. (2008) Ekonomika osiguranja. Beograd: Univerzitet Singidunum, ISBN: 978-86-7912-110-3
 

O članku

jezik rada: srpski, engleski
vrsta rada: izvorni naučni članak
DOI: 10.5937/Oditor2203042P
primljen: 11.08.2022.
revidiran: 29.09.2022.
prihvaćen: 12.10.2022.
objavljen u SCIndeksu: 07.01.2023.
Creative Commons License 4.0

Povezani članci

Nema povezanih članaka