Replication Files
- Koijen and Yogo (2015), The Cost of Financial Frictions for Life Insurers
- Koijen and Yogo (2016), Shadow Insurance
- Koijen and Yogo (2022), The Fragility of Market Risk Insurance
- Koijen and Yogo (2022), Global Life Insurers during a Low Interest Rate Environment
- Koijen and Yogo (2023), Understanding the Ownership Structure of Corporate Bonds
Financial Statements
- US insurers: NAIC InfoPro, Best’s Financial Suite, and S&P Global Market Intelligence
- Schedule D: Security holdings
- Schedule DB: Derivatives
- Schedule S: Reinsurance
- European insurers: Best’s Financial Suite – Solvency II
- Global insurers: Best’s Financial Suite – Global
- Financial Accounts of the United States
Insurance Prices
- Life insurance: Compulife Software
- Fixed annuities: WebAnnuities Insurance Agency
- Variable annuities: Morningstar Annuity Intelligence
Security Holdings
- Global bond holdings: Refinitiv eMAXX
- European institutions: ECB Securities Holdings Statistics