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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
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎32
1001 ‎$0‎MAPA20080216054‎$a‎D'Arcy, Stephen P.
24514‎$a‎The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer‎$c‎Stephen P. D'Arcy, Richard W. Gorvett
5208 ‎$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
65011‎$0‎MAPA20080618902‎$a‎Análisis de multivariables
65011‎$0‎MAPA20080586447‎$a‎Modelo estocástico
7001 ‎$0‎MAPA20080244361‎$a‎Gorvett, Richard W.
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 71, number 4, December 2004 ; p. 583-615