Pesquisa de referências

The Importance of the choice of test for finding evidence of asymmetric information

MAP20140020508
Donnelly, Catherine
The Importance of the choice of test for finding evidence of asymmetric information / Catherine Donnelly, Martin Englund, Jens Perch Nielsen
Sumario: We put one of the predictions of adverse-selection models to the test, using data from the Danish automobile insurance market: that there is a positive correlation between claims risk and insurance coverage. We can find a statistically significant insurance coverage--risk correlation when coverage is expressed relative to the insurance premium, but not when it is expressed in monetary terms
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 05/05/2014 Volumen 44 Número 2 - mayo 2014