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Do property-casualty insurance underwriting margins have unit roots?

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1001 ‎$0‎MAPA20080265199‎$a‎Harrington, Scott E.
24510‎$a‎Do property-casualty insurance underwriting margins have unit roots?‎$c‎Scott E. Harrington, Tong Yu
5208 ‎$a‎A growing literature analyzes determinants of insurance prices using time series data on insurer underwriting margins. If the variables analyzed are stationary, conventional regression models may be appropriately used to test hypotheses. We apply a battery of unit root tests to investigate whether underwriting margins are stationary under different assumptions concercing deterministic components in the data generating process. The overall findings suggest that conventional regression methods can be used appropriately to analyze underwritting margings after controlling for deterministic influences and transforming any nonstationary regressors
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65011‎$0‎MAPA20080608606‎$a‎Simulación Monte Carlo
65011‎$0‎MAPA20080548766‎$a‎Property
65011‎$0‎MAPA20080546458‎$a‎Casualty
65011‎$0‎MAPA20080579784‎$a‎Costes económicos
650 1‎$0‎MAPA20080620752‎$a‎Variables macro-económicas
65011‎$0‎MAPA20080590468‎$a‎Economía del seguro
7001 ‎$0‎MAPA20080002916‎$a‎Yu, Tong
7404 ‎$a‎The Journal of risk and insurance
7730 ‎$w‎MAP20077000727‎$t‎The Journal of risk and insurance‎$d‎Orlando‎$g‎Volume 70, number 4, December 2003 ; p.715-733