The property/liability insurance cycle: A comparison of alternative models

Southern Economic Journal

Volumn 68, Issue 3, 2002, Pages 530-548

  Choi, Seungmook ^a   Hardigree, Don ^a   Thistle, Paul D ^a  

^a UNIVERSITY OF NEVADA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036003769     PISSN: 00384038     EISSN: None     Source Type: Journal    
DOI: 10.2307/1061716     Document Type: Article

References (42)

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4. Insurance supply with capacity constraints and endogenous insolvence risk
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6. Statistical and financial models of insurance pricing and the insurance firm
7. Price, financial quality and capital flows in insurance markets
8. An international analysis of underwriting cycles in property-liability insurance
9. Insurance cycles: Interest rates and the capacity constraint hypothesis
10. Interest rates and the insurance price cycle
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12. Modelling the persistence of conditional variances
13. Estimating time varying risk premia in the term structure: The ARCH-M model
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15. Asymmetric information and the new theory of the firm: Financial constraints and risk behavior
16. External impacts on the property-liability insurance cycle
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18. Evidence of capacity constraints in insurance markets
19. A cointegration analysis of the relationship between underwriting margins and interest rates, 1930-1989
20. A by-line cointegration analysis of underwriting margins and interest rates in the property liability industry
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22. Price cutting in liability insurance markets
23. Capacity constraints and the dynamics of underwriting profits
24. International insurance cycles: Rational expectations/institutional intervention
25. Theory of the firm facing uncertain demand
26. Insurance theory: Reserves versus mutuality
27. Insurance rate regulation and the capital asset pricing model
28. Conditional heteroskedasticity in asset returns: A new approach
29. Evidence on the time series properties of insurance premiums and causes of the underwriting cycle: New support for the capital markets imperfections hypothesis
30. On the theory of the competitive firm under price uncertainty
31. The impact of firm risk on property-liability insurance prices
32. The liability crisis and the dynamics of competitive insurance markets
33. The liability insurance market
34. Solvency regulation and the property-liability insurance cycle
35. The dynamics of competitive insurance markets