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Do property-casualty insurance underwriting margins have unit roots?

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<rdf:Description>
<dc:creator>Harrington, Scott E.</dc:creator>
<dc:creator>Yu, Tong</dc:creator>
<dc:date>2003-12-01</dc:date>
<dc:description xml:lang="es">A growing literature analyzes determinants of insurance prices using time series data on insurer underwriting margins. If the variables analyzed are stationary, conventional regression models may be appropriately used to test hypotheses. We apply a battery of unit root tests to investigate whether underwriting margins are stationary under different assumptions concercing deterministic components in the data generating process. The overall findings suggest that conventional regression methods can be used appropriately to analyze underwritting margings after controlling for deterministic influences and transforming any nonstationary regressors</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/57317.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Simulación Monte Carlo</dc:subject>
<dc:subject xml:lang="es">Property</dc:subject>
<dc:subject xml:lang="es">Casualty</dc:subject>
<dc:subject xml:lang="es">Costes económicos</dc:subject>
<dc:subject xml:lang="es">Variables macro-económicas</dc:subject>
<dc:subject xml:lang="es">Economía del seguro</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Do property-casualty insurance underwriting margins have unit roots?</dc:title>
<dc:title xml:lang="es">Título: The Journal of risk and insurance</dc:title>
<dc:relation xml:lang="es">En: The Journal of risk and insurance. - Orlando. - Volume 70, number 4, December 2003 ;  p.715-733</dc:relation>
</rdf:Description>
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