Do property-casualty insurance underwriting margins have unit roots?
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| 001 | MAP20071505417 | ||
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| 040 | $aMAP$bspa | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20080265199$aHarrington, Scott E. | |
| 245 | 1 | 0 | $aDo property-casualty insurance underwriting margins have unit roots?$cScott E. Harrington, Tong Yu |
| 520 | 8 | $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 | |
| 650 | 0 | 1 | $0MAPA20080602437$aMatemática del seguro |
| 650 | 1 | 1 | $0MAPA20080608606$aSimulación Monte Carlo |
| 650 | 1 | 1 | $0MAPA20080548766$aProperty |
| 650 | 1 | 1 | $0MAPA20080546458$aCasualty |
| 650 | 1 | 1 | $0MAPA20080579784$aCostes económicos |
| 650 | 1 | $0MAPA20080620752$aVariables macro-económicas | |
| 650 | 1 | 1 | $0MAPA20080590468$aEconomía del seguro |
| 700 | 1 | $0MAPA20080002916$aYu, Tong | |
| 740 | 4 | $aThe Journal of risk and insurance | |
| 773 | 0 | $tThe Journal of risk and insurance$dOrlando$gVolume 70, number 4, December 2003 ; p.715-733 |