Centro de Documentacion de Fundación MAPFRE - The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer

Notas: 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 leverageRegistros relacionados: 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.
Títulos secundarios: Título: The Journal of risk and insurance
Otras clasificaciones: 32

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