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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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Section: Articles
Title: The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer / Stephen P. D'Arcy, Richard W. GorvettAuthor: D'Arcy, Stephen P. ‌
Notes: This 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 leverageRelated records: En: The Journal of risk and insurance. - Orlando. - Volume 71, number 4, December 2004 ; p. 583-615Materia / lugar / evento: Seguro de daños patrimoniales ‌Análisis financiero ‌Análisis de multivariables ‌Modelo estocástico ‌Otros autores: Gorvett, Richard W. ‌
Secondary titles: Título: The Journal of risk and insurance
Other categories: 32
Rights: In Copyright (InC)
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