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The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer

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      <subfield code="a">D'Arcy, Stephen P.</subfield>
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      <subfield code="a">The Use of dynamic financial analysis to determine whether an optimal growth rate exists for a property-liability insurer</subfield>
      <subfield code="c">Stephen P. D'Arcy, Richard W. Gorvett</subfield>
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      <subfield code="a">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</subfield>
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      <subfield code="a">Análisis financiero</subfield>
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      <subfield code="a">Gorvett, Richard W.</subfield>
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      <subfield code="a">The Journal of risk and insurance</subfield>
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      <subfield code="t">The Journal of risk and insurance</subfield>
      <subfield code="d">Orlando</subfield>
      <subfield code="g">Volume 71, number 4, December 2004 ;  p. 583-615</subfield>
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