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Using best's ratings in life insurer insolvency prediction

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<title>Using best's ratings in life insurer insolvency prediction</title>
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<title>Risk and insurance</title>
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<name type="personal" usage="primary" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080121549">
<namePart>Ambrose, Jan M.</namePart>
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<namePart>Carroll, Anne M.</namePart>
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<dateIssued encoding="marc">1994</dateIssued>
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<abstract displayLabel="Summary">This article examines the efficiency of best's recommendations. Insurance Regulatory Information System (IRIS) ratios, and other financial measures in their statistical ability to classify solvent and insolvent life insurers by estimating classification models for a sample of insurers for 1969 through 1986 and applying the models to a holdout sample for 1987 through 1991. The financial variables and IRIS ratios outperformed best's recommendations in distinguishing between the two groups in a logit model. However, combining all three types of predictors into one model provided the most accurate classification of solvent or insolvent life insurers</abstract>
<note type="statement of responsibility">Jan M. Ambrose, Anne M. Carroll</note>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080570590">
<topic>Seguro de vida</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080590567">
<topic>Empresas de seguros</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080588342">
<topic>Tests de solvencia</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080552701">
<topic>Solvencia</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080633165">
<topic>Insurance Regulatory Information System</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080568108">
<topic>Best's ratings</topic>
</subject>
<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080542214">
<topic>Ratios</topic>
</subject>
<classification authority="">341</classification>
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<title>Risk and insurance</title>
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<originInfo>
<publisher>Philadelphia</publisher>
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<part>
<text>Vol 61, nº 2, June 1994 ; p. 317-327</text>
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