-
1
-
-
0000375581
-
A Conditionally Heteroskedastic Time Series Model for Speculative Price and Rates of Return
-
Bollerslev, Tim. 1987. A Conditionally Heteroskedastic Time Series Model for Speculative Price and Rates of Return. Review of Economics and Statistics 69(3): 542-547.
-
(1987)
Review of Economics and Statistics
, vol.69
, Issue.3
, pp. 542-547
-
-
Bollerslev, T.1
-
2
-
-
0348171126
-
The Underwriting Risk and Return Paradox Revisited
-
Brockett, Patrick L., and Robert C. Witt. 1982. The Underwriting Risk and Return Paradox Revisited. The Journal of Risk and Insurance 49(4): 621-627.
-
(1982)
The Journal of Risk and Insurance
, vol.49
, Issue.4
, pp. 621-627
-
-
Brockett, P.L.1
Witt, R.C.2
-
3
-
-
0001428114
-
Statistical and Financial Models of Insurance Pricing and the Insurance Firm
-
Cummins, J. David. 1991. Statistical and Financial Models of Insurance Pricing and the Insurance Firm. The Journal of Risk and Insurance 58(2): 261-302.
-
(1991)
The Journal of Risk and Insurance
, vol.58
, Issue.2
, pp. 261-302
-
-
Cummins, J.D.1
-
4
-
-
0010926584
-
-
Working Paper, Wharton School, Philadelphia, PA
-
Cummins, J. David, and Patricia Danzon. 1991. Price Shocks and Capital Flows in Property-Liability Insurance. Working Paper, Wharton School, Philadelphia, PA.
-
(1991)
Price Shocks and Capital Flows in Property-Liability Insurance
-
-
Cummins, J.D.1
Danzon, P.2
-
6
-
-
0000062229
-
An International Analysis of Underwriting Cycles in Property-Liability Insurance
-
Cummins, J. David, and J. Francois Outreville. 1987. An International Analysis of Underwriting Cycles in Property-Liability Insurance. The Journal of Risk and Insurance 54(2): 246-262.
-
(1987)
The Journal of Risk and Insurance
, vol.54
, Issue.2
, pp. 246-262
-
-
Cummins, J.D.1
Francois Outreville, J.2
-
7
-
-
0346910609
-
Property-Liability Insurance Pricing Models: An Empirical Evaluation
-
D'Arcy, Stephen, and James R. Garven. 1990. Property-Liability Insurance Pricing Models: An Empirical Evaluation. The Journal of Risk and Insurance 57(3): 391-430.
-
(1990)
The Journal of Risk and Insurance
, vol.57
, Issue.3
, pp. 391-430
-
-
D'Arcy, S.1
Garven, J.R.2
-
8
-
-
0002320759
-
Interest Rates and Insurance Price Cycles
-
Doherty, Neil A., and Han Bin Kang. 1988. Interest Rates and Insurance Price Cycles. Journal of Banking and Finance 12(2): 199-214.
-
(1988)
Journal of Banking and Finance
, vol.12
, Issue.2
, pp. 199-214
-
-
Doherty, N.A.1
Kang, H.B.2
-
9
-
-
0039670500
-
External Impacts on the Property Liability Insurance Cycle
-
Grace, Martin F., and Julie L. Hotchkiss. 1995. External Impacts on the Property Liability Insurance Cycle. The Journal of Risk and Insurance 62(4): 738-754.
-
(1995)
The Journal of Risk and Insurance
, vol.62
, Issue.4
, pp. 738-754
-
-
Grace, M.F.1
Hotchkiss, J.L.2
-
10
-
-
0001334521
-
Asymmetric Information and the New Theory of the Firm: Financial Constraints and Risk Behavior
-
Greenwald, Bruce C., and Joseph Stiglitz. 1990. Asymmetric Information and the New Theory of the Firm: Financial Constraints and Risk Behavior. American Economic Review 80(2): 160-165.
-
(1990)
American Economic Review
, vol.80
, Issue.2
, pp. 160-165
-
-
Greenwald, B.C.1
Stiglitz, J.2
-
11
-
-
0344707554
-
Capacity Constraints in Property-Casualty Insurance Markets
-
Gron, Anne. 1994. Capacity Constraints in Property-Casualty Insurance Markets, Rand Journal of Economics 25(1): 110-127.
-
(1994)
Rand Journal of Economics
, vol.25
, Issue.1
, pp. 110-127
-
-
Gron, A.1
-
12
-
-
0009965614
-
A By-Line Cointegration Analysis of Underwriting Margins and Interest Rates in the Property-Liability Insurance Industry
-
Haley, Joseph D. 1995. A By-Line Cointegration Analysis of Underwriting Margins and Interest Rates in the Property-Liability Insurance Industry. The Journal of Risk and Insurance 62(4): 738-754.
-
(1995)
The Journal of Risk and Insurance
, vol.62
, Issue.4
, pp. 738-754
-
-
Haley, J.D.1
-
13
-
-
0001698432
-
Correlations in Price Changes and Volatility Across International Stock Markets
-
Hamao, Y., R.W. Masulis, and V. Ng. 1990. Correlations in Price Changes and Volatility Across International Stock Markets. Review of Financial Studies 3: 281-307.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 281-307
-
-
Hamao, Y.1
Masulis, R.W.2
Ng, V.3
-
14
-
-
0346910607
-
On Positive Correlation between Means and Standard Deviations of Claims Ratios
-
Hedges, Bob A. 1981. On Positive Correlation between Means and Standard Deviations of Claims Ratios. The Journal of Risk and Insurance 48(4): 649-652.
-
(1981)
The Journal of Risk and Insurance
, vol.48
, Issue.4
, pp. 649-652
-
-
Hedges, B.A.1
-
15
-
-
0011044325
-
The Determinants of Fair Profits for the Property Liability Insurance Firm
-
Kraus, A., and S.A. Ross. 1982. The Determinants of Fair Profits for the Property Liability Insurance Firm. Journal of Finance 37: 1015-1028.
-
(1982)
Journal of Finance
, vol.37
, pp. 1015-1028
-
-
Kraus, A.1
Ross, S.A.2
-
16
-
-
0040450383
-
-
Working Paper, University of Texas at Austin, Austin, TX
-
Lai, Gene, and Robert C. Witt. 1990. A Theory and Empirical Evidence of the Commercial Liability Insurance Crisis Under Uncertainty. Working Paper, University of Texas at Austin, Austin, TX.
-
(1990)
A Theory and Empirical Evidence of the Commercial Liability Insurance Crisis under Uncertainty
-
-
Lai, G.1
Witt, R.C.2
-
17
-
-
0039265603
-
Changed Insurer Expectations: An Insurance-Economics View of the Commercial Liability Insurance Crisis
-
Lai, Gene, and Robert C. Witt. 1992. Changed Insurer Expectations: An Insurance-Economics View of the Commercial Liability Insurance Crisis. Journal of Insurance Regulation 10: 342-383.
-
(1992)
Journal of Insurance Regulation
, vol.10
, pp. 342-383
-
-
Lai, G.1
Witt, R.C.2
-
18
-
-
0346280332
-
Cyclicality of International Property-Liability Insurance Markets: Test of the Rational Expectations/ Institutional Intervention Hypothesis
-
Washington D. C.
-
Lamm-Tennant, Joan, and Mary Weiss. 1992. Cyclicality of International Property-Liability Insurance Markets: Test of the Rational Expectations/ Institutional Intervention Hypothesis. Paper presented at ARIA meeting, Washington D. C.
-
(1992)
ARIA Meeting
-
-
Lamm-Tennant, J.1
Weiss, M.2
-
19
-
-
84977738102
-
Causal Relations among Stock Returns, Interest Rates, Real Activity, and Inflation
-
Lee, Bong-Soo. 1992. Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation. Journal of Finance 47(4): 1591-1603.
-
(1992)
Journal of Finance
, vol.47
, Issue.4
, pp. 1591-1603
-
-
Lee, B.-S.1
-
21
-
-
0346280329
-
The Equilibrium Insurance Price and Underwriting Return in a Capital Market Setting
-
Moridaira, Soichiro, Jorge L. Urrutia, and Robert C. Witt. 1992. The Equilibrium Insurance Price and Underwriting Return in a Capital Market Setting. The Journal of Risk and Insurance 59(2): 291-300.
-
(1992)
The Journal of Risk and Insurance
, vol.59
, Issue.2
, pp. 291-300
-
-
Moridaira, S.1
Urrutia, J.L.2
Witt, R.C.3
-
22
-
-
0001800884
-
A Discounted Cash Flow Approach to Property-Liability Insurance: Theory and Empirical Results
-
edited by Cummins and Harrington. Boston: Kluwer
-
Myers, Stewart C., and Richard A. Cohn. 1987. A Discounted Cash Flow Approach to Property-Liability Insurance: Theory and Empirical Results. In Fair Rate of Return in Property-Liability Insurance, edited by Cummins and Harrington. Boston: Kluwer.
-
(1987)
Fair Rate of Return in Property-Liability Insurance
-
-
Myers, S.C.1
Cohn, R.A.2
-
23
-
-
48549110620
-
Corporate Financing and Investment Decisions when Firms Have Information that Investors Do Not
-
Myers, Stewart C., and Nicholas Majluf. 1984. Corporate Financing and Investment Decisions when Firms Have Information that Investors Do Not. Journal of Financial Economics 13: 187-221.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 187-221
-
-
Myers, S.C.1
Majluf, N.2
-
24
-
-
0010043914
-
Evidence on the Time Series Properties of Insurance Premiums and Causes of the Underwriting Cycle: New Support for the Capital Market Imperfection Hypothesis
-
Niehaus, Greg, and Andy Terry. 1993. Evidence on the Time Series Properties of Insurance Premiums and Causes of the Underwriting Cycle: New Support for the Capital Market Imperfection Hypothesis. Journal of Risk and Insurance 60(3): 446-479.
-
(1993)
Journal of Risk and Insurance
, vol.60
, Issue.3
, pp. 446-479
-
-
Niehaus, G.1
Terry, A.2
-
25
-
-
0001462080
-
Money, Income, and Causality
-
Sims, Christopher. 1972. Money, Income, and Causality. American Economic Review 52: 104-132.
-
(1972)
American Economic Review
, vol.52
, pp. 104-132
-
-
Sims, C.1
-
26
-
-
0000997472
-
Macroeconomics and Reality
-
Sims, Christopher. 1980a. Macroeconomics and Reality. Econometrics 48: 1-46.
-
(1980)
Econometrics
, vol.48
, pp. 1-46
-
-
Sims, C.1
-
27
-
-
0001721508
-
Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered
-
Sims, Christopher. 1980b. Comparison of Interwar and Postwar Business Cycles: Monetarism Reconsidered. American Economic Review 70: 250-257.
-
(1980)
American Economic Review
, vol.70
, pp. 250-257
-
-
Sims, C.1
-
28
-
-
0040262243
-
Investment Returns and Yields to Holders of Insurance
-
Smith, Michael L. 1989. Investment Returns and Yields to Holders of Insurance. Journal of Business 62(1): 81-98.
-
(1989)
Journal of Business
, vol.62
, Issue.1
, pp. 81-98
-
-
Smith, M.L.1
-
29
-
-
0346280331
-
Comments on the Exchange between Witt and Hedges
-
Venezian, Emilio C. 1982. Comments on the Exchange Between Witt and Hedges. The Journal of Risk and Insurance 49(4): 618-620.
-
(1982)
The Journal of Risk and Insurance
, vol.49
, Issue.4
, pp. 618-620
-
-
Venezian, E.C.1
-
30
-
-
0039078343
-
Ratemaking Methods and Profit Cycles in Property and Liability Insurance
-
Venezian, Emilio C. 1985. Ratemaking Methods and Profit Cycles in Property and Liability Insurance. The Journal of Risk and Insurance 52(3): 477-500.
-
(1985)
The Journal of Risk and Insurance
, vol.52
, Issue.3
, pp. 477-500
-
-
Venezian, E.C.1
-
31
-
-
0010008804
-
The Liability Crisis and the Dynamics of Competitive Insurance Markets
-
Winter, Ralph. 1988. The Liability Crisis and the Dynamics of Competitive Insurance Markets. Yale Journal on Regulation 5: 455-499.
-
(1988)
Yale Journal on Regulation
, vol.5
, pp. 455-499
-
-
Winter, R.1
-
32
-
-
0346280330
-
-
Working paper, Department of Economics, University of Toronto
-
Winter, Ralph. 1989. The Insurance Cycle. Working paper, Department of Economics, University of Toronto.
-
(1989)
The Insurance Cycle
-
-
Winter, R.1
-
33
-
-
0347541330
-
Underwriting Risk and Return: Some Additional Comments
-
Witt, Robert C. 1981. Underwriting Risk and Return: Some Additional Comments. The Journal of Risk and Insurance 48(4): 653-661.
-
(1981)
The Journal of Risk and Insurance
, vol.48
, Issue.4
, pp. 653-661
-
-
Witt, R.C.1
|