메뉴 건너뛰기




Volumn 66, Issue 3, 1999, Pages 417-458

Regulatory solvency prediction in property-liability insurance: Risk-based capital, audit ratios, and cash flow simulation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0002420432     PISSN: 00224367     EISSN: None     Source Type: Journal    
DOI: 10.2307/253555     Document Type: Article
Times cited : (98)

References (23)
  • 1
    • 0011269170 scopus 로고
    • Revisiting the high yield bond market
    • Altman, Edward I., 1992, Revisiting the High Yield Bond Market, Financial Management, 21: 78-92.
    • (1992) Financial Management , vol.21 , pp. 78-92
    • Altman, E.I.1
  • 5
    • 0039634058 scopus 로고
    • Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance
    • Cummins, J. D., S. Harrington, and R. Klein, 1995, Insolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance, Journal of Banking and Finance, 19: 511-527.
    • (1995) Journal of Banking and Finance , vol.19 , pp. 511-527
    • Cummins, J.D.1    Harrington, S.2    Klein, R.3
  • 6
    • 0039570839 scopus 로고
    • An economic overview of risk-based capital requirements in the property-liability insurance industry
    • Cummins, J. D., S. Harrington, and G. Niehaus, 1993, An Economic Overview of Risk-Based Capital Requirements in the Property-Liability Insurance Industry, Journal of Insurance Regulation, 11: 427-447.
    • (1993) Journal of Insurance Regulation , vol.11 , pp. 427-447
    • Cummins, J.D.1    Harrington, S.2    Niehaus, G.3
  • 7
    • 0040162175 scopus 로고
    • Risk-based capital requirements for property-liability insurers: A financial analysis
    • Edward Altman and Irwin Vanderhoof, eds., Homewood, IL: Irwin Professional Publishers
    • Cummins, J. D., S. Harrington, and G. Niehaus, 1995, Risk-Based Capital Requirements for Property-Liability Insurers: A Financial Analysis, in: Edward Altman and Irwin Vanderhoof, eds., The Financial Dynamics of the Insurance Industry (Homewood, IL: Irwin Professional Publishers).
    • (1995) The Financial Dynamics of the Insurance Industry
    • Cummins, J.D.1    Harrington, S.2    Niehaus, G.3
  • 9
    • 0030191255 scopus 로고    scopus 로고
    • Capital and risk in property-liability insurance markets
    • Cummins, J. D. and D. Sommer, 1996, Capital and Risk in Property-Liability Insurance Markets, Journal of Banking and Finance, 20: 1069-1092.
    • (1996) Journal of Banking and Finance , vol.20 , pp. 1069-1092
    • Cummins, J.D.1    Sommer, D.2
  • 11
    • 0039570830 scopus 로고    scopus 로고
    • Risk-based capital and solvency screening in property-liability insurance: Hypotheses and empirical tests
    • Grace, M. F., S. Harrington, and R. Klein, 1998, Risk-Based Capital and Solvency Screening In Property-Liability Insurance: Hypotheses and Empirical Tests, Journal of Risk and Insurance, 65: 213-243.
    • (1998) Journal of Risk and Insurance , vol.65 , pp. 213-243
    • Grace, M.F.1    Harrington, S.2    Klein, R.3
  • 15
    • 0000343987 scopus 로고
    • Insurance regulation in transition
    • Klein, R. W., 1995, Insurance Regulation in Transition, Journal of Risk and Insurance, 62: 363-404.
    • (1995) Journal of Risk and Insurance , vol.62 , pp. 363-404
    • Klein, R.W.1
  • 16
    • 21144476923 scopus 로고
    • Stock versus mutual ownership structures: The risk implications
    • Lamm-Tennant, J., and L. Starks, 1993, Stock Versus Mutual Ownership Structures: The Risk Implications, Journal of Business, 66: 29-46.
    • (1993) Journal of Business , vol.66 , pp. 29-46
    • Lamm-Tennant, J.1    Starks, L.2
  • 17
    • 0002167042 scopus 로고
    • A new approach for testing the significance of difference between roc curves measured from correlated data
    • F. Deconinck, ed., (Boston, MA: Martinus Nijhoff)
    • th Conference (Boston, MA: Martinus Nijhoff), pp. 432-445.
    • (1984) th Conference , pp. 432-445
    • Metz, C.E.1    Wang, P.L.2    Kronman, H.B.3
  • 20
    • 0000350475 scopus 로고
    • Logistic regression diagnostics
    • Pregibon, D., 1981, Logistic Regression Diagnostics, Annals of Statistics, 9: 705-724.
    • (1981) Annals of Statistics , vol.9 , pp. 705-724
    • Pregibon, D.1
  • 23
    • 0003638487 scopus 로고
    • Washington, D.C.: U.S. Government Printing Office
    • U.S. House of Representatives, Subcommittee on Oversight and Investigations of the Committee on Energy and Commerce, 1990, Failed Promises - Insurance Company Insolvencies (Washington, D.C.: U.S. Government Printing Office).
    • (1990) Failed Promises - Insurance Company Insolvencies


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.