Underwriting cycles in the property and liability insurance : an empirical analysis of the industry and by-line data
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<subfield code="b">: an empirical analysis of the industry and by-line data</subfield>
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<subfield code="a">This research assesses two major issues: the casual relations and dynamic interactions between premiums and losses are evaluated by using a vector autoregressive model (VAR) which includes lagged values of the variables; and how premiums respond to schocks in selected variables including surplus, interest rates, the variance of losses, and the variance of interest rates. This research extends the existing literature on underwriting cycles in several ways. Finally, this paper offers the empirical results of by-line analysis</subfield>
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