The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer
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008 | 050202e20041201usa|||| | |00010|eng d | ||
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100 | 1 | $0MAPA20080216054$aD'Arcy, Stephen P. | |
245 | 1 | 4 | $aThe Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer$cStephen P. D'Arcy, Richard W. Gorvett |
520 | 8 | $aThis article uses a publicly available DFA model -along with the estimated market value of an insurer, based on 1990-2001 data for stock P-L insurers and underlying financial variables- to determine optimal growth rates of a P-L insurer based on mean-variance analysis, stochastic dominance, and constraints on leverage | |
650 | 1 | $0MAPA20080624934$aSeguro de daños patrimoniales | |
650 | 1 | $0MAPA20080588991$aAnálisis financiero | |
650 | 1 | 1 | $0MAPA20080618902$aAnálisis de multivariables |
650 | 1 | 1 | $0MAPA20080586447$aModelo estocástico |
700 | 1 | $0MAPA20080244361$aGorvett, Richard W. | |
740 | 4 | $aThe Journal of risk and insurance | |
773 | 0 | $wMAP20077000727$tThe Journal of risk and insurance$dOrlando$gVolume 71, number 4, December 2004 ; p. 583-615 |