{"id":"https://openalex.org/W1569653137","doi":"https://doi.org/10.1007/978-0-387-77117-5_99","title":"Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers","display_name":"Alternative Models for Estimating the Cost of Equity Capital for Property/Casualty Insurers","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W1569653137","doi":"https://doi.org/10.1007/978-0-387-77117-5_99","mag":"1569653137"},"language":"en","primary_location":{"id":"doi:10.1007/978-0-387-77117-5_99","doi":"https://doi.org/10.1007/978-0-387-77117-5_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-0-387-77117-5_99","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Handbook of Quantitative Finance and Risk Management","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W96332730","display_name":"Handbook of Quantitative Finance and Risk Management"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087096157","display_name":"Alice C. Lee","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I71838634","display_name":"San Francisco State University","ror":"https://ror.org/05ykr0121","country_code":"US","type":"education","lineage":["https://openalex.org/I71838634"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Alice C. Lee","raw_affiliation_strings":["San Francisco State University, San Francisco, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"San Francisco State University, San Francisco, CA, USA","institution_ids":["https://openalex.org/I71838634"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5104533623","display_name":"J. David Cummins","orcid":"https://orcid.org/0000-0002-9729-4900","observed_orcids":["https://orcid.org/0000-0002-9729-4900"]},"institutions":[{"id":"https://openalex.org/I71838634","display_name":"San Francisco State University","ror":"https://ror.org/05ykr0121","country_code":"US","type":"education","lineage":["https://openalex.org/I71838634"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"J. David Cummins","raw_affiliation_strings":["San Francisco State University, San Francisco, CA, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"San Francisco State University, San Francisco, CA, USA","institution_ids":["https://openalex.org/I71838634"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5087096157"],"corresponding_institution_ids":["https://openalex.org/I71838634"],"apc_list":null,"apc_paid":null,"fwci":4.1003,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.95189665,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"1465","last_page":"1482"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8256999850273132,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8256999850273132,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12675","display_name":"Financial Reporting and Valuation Research","score":0.11349999904632568,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.03440000116825104,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cost-of-equity","display_name":"cost of equity","score":1.0},{"id":"https://openalex.org/keywords/property-casualty-insurers","display_name":"property and casualty insurers","score":0.9169999957084656},{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"capital asset pricing model","score":0.9179999828338623},{"id":"https://openalex.org/keywords/arbitrage-pricing-theory","display_name":"arbitrage pricing theory","score":1.0},{"id":"https://openalex.org/keywords/asset-pricing-models","display_name":"asset pricing models","score":0.8510000109672546},{"id":"https://openalex.org/keywords/forecast-evaluation","display_name":"forecast evaluation","score":0.8880000114440918},{"id":"https://openalex.org/keywords/conditional-efficiency","display_name":"conditional efficiency","score":0.5550000071525574}],"concepts":[{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.8423619270324707},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6197315454483032},{"id":"https://openalex.org/C199728807","wikidata":"https://www.wikidata.org/wiki/Q2578557","display_name":"Equity (law)","level":2,"score":0.5979382991790771},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5678413510322571},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.5056819915771484},{"id":"https://openalex.org/C74734477","wikidata":"https://www.wikidata.org/wiki/Q1479274","display_name":"Cost of capital","level":3,"score":0.4998586177825928},{"id":"https://openalex.org/C2781032883","wikidata":"https://www.wikidata.org/wiki/Q3695774","display_name":"Cost of equity","level":4,"score":0.48354125022888184},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.46386781334877014},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4458824694156647},{"id":"https://openalex.org/C2993628901","wikidata":"https://www.wikidata.org/wiki/Q827451","display_name":"Equity capital","level":3,"score":0.4137815535068512},{"id":"https://openalex.org/C143910263","wikidata":"https://www.wikidata.org/wiki/Q750458","display_name":"Capital market","level":2,"score":0.277526319026947},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2455478012561798},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.13540279865264893},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.13089486956596375},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.11151370406150818},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-0-387-77117-5_99","doi":"https://doi.org/10.1007/978-0-387-77117-5_99","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-0-387-77117-5_99","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Handbook of Quantitative Finance and Risk Management","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":80,"referenced_works":["https://openalex.org/W63999528","https://openalex.org/W168020928","https://openalex.org/W190869646","https://openalex.org/W200906975","https://openalex.org/W595787095","https://openalex.org/W649511033","https://openalex.org/W1487662461","https://openalex.org/W1513078330","https://openalex.org/W1529972356","https://openalex.org/W1557274122","https://openalex.org/W1575641806","https://openalex.org/W1596347046","https://openalex.org/W1973784058","https://openalex.org/W1984272629","https://openalex.org/W1985084886","https://openalex.org/W1986165117","https://openalex.org/W1986528915","https://openalex.org/W1988888201","https://openalex.org/W1997701076","https://openalex.org/W2003800714","https://openalex.org/W2010681793","https://openalex.org/W2010997253","https://openalex.org/W2012637053","https://openalex.org/W2029125978","https://openalex.org/W2032256192","https://openalex.org/W2035744823","https://openalex.org/W2037446625","https://openalex.org/W2040951977","https://openalex.org/W2042225862","https://openalex.org/W2043619364","https://openalex.org/W2053013377","https://openalex.org/W2054117309","https://openalex.org/W2058918976","https://openalex.org/W2059074721","https://openalex.org/W2060334122","https://openalex.org/W2068173047","https://openalex.org/W2069319244","https://openalex.org/W2074414703","https://openalex.org/W2077154748","https://openalex.org/W2081951886","https://openalex.org/W2087964979","https://openalex.org/W2109070650","https://openalex.org/W2115229614","https://openalex.org/W2120087808","https://openalex.org/W2122862377","https://openalex.org/W2136591320","https://openalex.org/W2139204428","https://openalex.org/W2143288831","https://openalex.org/W2152848866","https://openalex.org/W2159425317","https://openalex.org/W2166215547","https://openalex.org/W2170415678","https://openalex.org/W2224364042","https://openalex.org/W2256075884","https://openalex.org/W2256950563","https://openalex.org/W2270864342","https://openalex.org/W2280118875","https://openalex.org/W2312560584","https://openalex.org/W2313232736","https://openalex.org/W2315891436","https://openalex.org/W2320659259","https://openalex.org/W2322881804","https://openalex.org/W2323566197","https://openalex.org/W2324591356","https://openalex.org/W2328505474","https://openalex.org/W2328985885","https://openalex.org/W2332887875","https://openalex.org/W2334055706","https://openalex.org/W2334136783","https://openalex.org/W2889627911","https://openalex.org/W3124941243","https://openalex.org/W4231336259","https://openalex.org/W4246807036","https://openalex.org/W4285719527","https://openalex.org/W4298328428","https://openalex.org/W4300032880","https://openalex.org/W4300567850","https://openalex.org/W4300919664","https://openalex.org/W6629196572","https://openalex.org/W6771808240"],"related_works":["https://openalex.org/W3128749019","https://openalex.org/W7045609967","https://openalex.org/W1571868516","https://openalex.org/W3122488071","https://openalex.org/W2514475040","https://openalex.org/W2006896096","https://openalex.org/W2032256192","https://openalex.org/W4229540613","https://openalex.org/W2072973595","https://openalex.org/W7208290552"],"abstract_inverted_index":null,"counts_by_year":[{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":3}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}