The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer
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<title>Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer</title>
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<title>The Journal of risk and insurance</title>
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<namePart>D'Arcy, Stephen P.</namePart>
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<namePart>Gorvett, Richard W.</namePart>
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<abstract>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 leverage</abstract>
<note type="statement of responsibility">Stephen P. D'Arcy, Richard W. Gorvett</note>
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<topic>Seguro de daños patrimoniales</topic>
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<topic>Análisis financiero</topic>
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<topic>Análisis de multivariables</topic>
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<topic>Modelo estocástico</topic>
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<title>The Journal of risk and insurance</title>
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<publisher>Orlando</publisher>
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<identifier type="local">MAP20077000727</identifier>
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<text>Volume 71, number 4, December 2004 ; p. 583-615</text>
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