Pesquisa de referências
Centro de Documentação

The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer
Fichero PDF / PDF file
Seção: Artigos
Título: 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. GorvettAutor: D'Arcy, Stephen P. ‌
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 secundários: Título: The Journal of risk and insurance
Outras classificações: 32
Direitos: In Copyright (InC)
‌ Ver detalhe do número