Centro de Documentacion de Fundación MAPFRE - Underwriting cycles in the property and liability insurance : an empirical analysis of the industry and by-line data

Publicación: [S.l. : s.n.], 1995Descripción física: 7 h. ; 30 cmNotas: Ponencia presentada en American Risk and Insurance Association Annual Meeting, Seattle, 1995Sumario: 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 analysisMateria / lugar / evento: Empresas de seguros Seguro de daños patrimoniales Seguro de responsabilidad civil Property Casualty Conferencias Congresos Márketing de la empresa de seguros Otros autores: Fung, Hung-Gay
American Risk and Insurance Association (1995: Seattle). Annual Meeting
Otras clasificaciones: 217