Table 2 Impact of the war on the insurer’s safety*.

From: The impact of war on insurer safety: a contingent claim model analysis

 

\((R(\% ),\;L_C)\)

w

(2.75, 307)

(3.00, 323)

(3.25, 334)

(3.50, 341)

(3.75, 345)

(4.00, 347)

(4.25, 348)

 

\(dq/dw\)

0.16 → 0.18

-

0.0355

0.0356

0.0357

0.0357

0.0357

-

0.18 → 0.20

-

0.0505

0.0506

0.0507

0.0508

0.0508

-

0.20 → 0.22

 

0.0654

0.0656

0.0657

0.0658

0.0658

-

0.22 → 0.24

-

0.0789

0.0791

0.0792

0.0793

0.0794

-

0.24 → 0.26

-

0.0899

0.0901

0.0902

0.0903

0.0904

-

0.26 → 0.28

-

0.0978

0.0980

0.0982

0.0982

0.0983

-

  1. *See Table 1. The bold values represent the value evaluated at the optimal guaranteed rate. The negative indirect effect is insufficient to offset the positive direct impact.
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