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Using best's ratings in life insurer insolvency prediction

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1001 ‎$0‎MAPA20080121549‎$a‎Ambrose, Jan M.
24510‎$a‎Using best's ratings in life insurer insolvency prediction‎$c‎Jan M. Ambrose, Anne M. Carroll
520  ‎$a‎This 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
65011‎$0‎MAPA20080570590‎$a‎Seguro de vida
65011‎$0‎MAPA20080590567‎$a‎Empresas de seguros
65011‎$0‎MAPA20080588342‎$a‎Tests de solvencia
65011‎$0‎MAPA20080552701‎$a‎Solvencia
65011‎$0‎MAPA20080633165‎$a‎Insurance Regulatory Information System
65011‎$0‎MAPA20080568108‎$a‎Best's ratings
65011‎$0‎MAPA20080542214‎$a‎Ratios
7001 ‎$0‎MAPA20080157920‎$a‎Carroll, Anne M.
7400 ‎$a‎Risk and insurance
7730 ‎$t‎Risk and insurance‎$d‎Philadelphia‎$g‎Vol 61, nº 2, June 1994 ; p. 317-327