메뉴 건너뛰기




Volumn 21, Issue 1-2, 2002, Pages 101-116

The effectiveness of public and private sector summary risk measures in predicting insurer insolvencies

Author keywords

Insolvencies; Insurance regulation; Risk based capital

Indexed keywords


EID: 0036294722     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1014325802171     Document Type: Article
Times cited : (43)

References (17)
  • 1
    • 0141685577 scopus 로고    scopus 로고
    • A.M. Best enhances its capital model as P/C industry improves its capital management tools
    • June 15
    • Best, A.M. "A.M. Best Enhances its Capital Model as P/C Industry Improves its Capital Management Tools." BestWeek, June 15 (1998).
    • (1998) BestWeek
    • Best, A.M.1
  • 3
    • 0141685576 scopus 로고
    • RBC: The use of capital adequacy models in best's rating process
    • October 24
    • Best, A.M. "RBC: The Use of Capital Adequacy Models in Best's Rating Process," BestWeek (Special Supplement, October 24), 1994.
    • (1994) BestWeek , Issue.SPEC. SUPPL.
    • Best, A.M.1
  • 4
    • 0002420432 scopus 로고    scopus 로고
    • Regulatory solvency prediction in property-liability insurance: Risk-based capital, audit ratios, and cash flow simulation
    • Cummins, J. David, Martin F. Grace, and Richard D. Phillips. "Regulatory Solvency Prediction in property-Liability Insurance: Risk-Based Capital, Audit Ratios, and Cash Flow Simulation."Journal of Risk and Insurance 66 (1999), 417-458.
    • (1999) Journal of Risk and Insurance , vol.66 , pp. 417-458
    • Cummins, J.D.1    Martin, F.G.2    Phillips, R.D.3
  • 5
    • 0039634058 scopus 로고
    • Insolvency experience, risk-based capital, and prompt corrective action in property-liability insurance
    • Cummins, J. David, Scott E. Harrington, and Robert W. Klein. "Insolvency Experience, Risk-Based Capital, and Prompt Corrective Action in Property-Liability Insurance." Journal of Banking and Finance 19 (1995), 511-527.
    • (1995) Journal of Banking and Finance , vol.19 , pp. 511-527
    • Cummins, J.D.1    Harrington, S.E.2    Klein, R.W.3
  • 6
    • 0039570839 scopus 로고
    • An economic analysis of risk-based capital requirements in the property-liability insurance industry
    • Cummins, J. David, Scott E. Harrington, and Greg Niehaus. "An Economic Analysis of Risk-Based Capital Requirements in the Property-Liability Insurance Industry." Journal of Insurance Regulation 11 (1993), 427-447.
    • (1993) Journal of Insurance Regulation , vol.11 , pp. 427-447
    • Cummins, J.D.1    Harrington, S.E.2    Niehaus, G.3
  • 7
    • 0030191255 scopus 로고    scopus 로고
    • Capital and risk in property-liability insurance markets
    • Cummins, J. David, and David W. Sommer. "Capital and Risk in Property-Liability Insurance Markets." Journal of Banking and Finance 20 (1996), 1069-1092.
    • (1996) Journal of Banking and Finance , vol.20 , pp. 1069-1092
    • Cummins, J.D.1    Sommer, D.W.2
  • 9
    • 0141462419 scopus 로고
    • Incentive contracting and the role of participation rights in stock insurers
    • Garven, James R., and Steven W. Pottier. "Incentive Contracting and the Role of Participation Rights in Stock Insurers." Journal of Risk and Insurance 62 (1995), 253-270.
    • (1995) Journal of Risk and Insurance , vol.62 , pp. 253-270
    • Garven, J.R.1    Pottier, S.W.2
  • 10
    • 0039570830 scopus 로고    scopus 로고
    • Risk-based capital and solvency screening in property-liability insurance: Hypotheses and empirical tests
    • Grace, Martin F., Scott E. Harrington, and Robert W. Klein. "Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests." Journal of Risk and Insurance 65 (1998), 213-243.
    • (1998) Journal of Risk and Insurance , vol.65 , pp. 213-243
    • Martin, F.G.1    Harrington, S.E.2    Klein, R.W.3
  • 11
    • 0000343987 scopus 로고
    • Insurance regulation in transition
    • Klein, Robert W. "Insurance Regulation in Transition." Journal of Risk and Insurance 62 (1995), 363-404.
    • (1995) Journal of Risk and Insurance , vol.62 , pp. 363-404
    • Klein, R.W.1
  • 12
    • 21144476923 scopus 로고
    • Stock versus mutual ownership structures: The risk implications
    • Lamm-Tennant, Joan, and Laura T. Starks. "Stock versus Mutual Ownership Structures: The Risk Implications." Journal of Business 66 (1993), 29-46.
    • (1993) Journal of Business , vol.66 , pp. 29-46
    • Lamm-Tennant, J.1    Starks, L.T.2
  • 13
    • 0030161527 scopus 로고    scopus 로고
    • Considerations of cost trade-offs in insurance solvency surveillance policy
    • Lamm-Tennant, Joan, Laura Starks, and Lynne Stokes. "Considerations of Cost Trade-Offs in Insurance Solvency Surveillance Policy." Journal of Banking and Finance 20 (1996), 835-852.
    • (1996) Journal of Banking and Finance , vol.20 , pp. 835-852
    • Lamm-Tennant, J.1    Starks, L.2    Stokes, L.3
  • 14
    • 0012207545 scopus 로고    scopus 로고
    • Property-liability insurer financial strength ratings: Differences across rating agencies
    • Pottier, Steven W., and David W. Sommer. "Property-Liability Insurer Financial Strength Ratings: Differences Across Rating Agencies." Journal of Risk and Insurance 66 (1999), 621-642.
    • (1999) Journal of Risk and Insurance , vol.66 , pp. 621-642
    • Pottier, S.W.1    Sommer, D.W.2
  • 15
    • 0008891131 scopus 로고    scopus 로고
    • Life insurer risk-based capital measures: Does the source matter?
    • Pottier, Steven W., and David W. Sommer. "Life Insurer Risk-Based Capital Measures: Does the Source Matter?" Journal of Insurance Regulation 16 (1997), 179-196.
    • (1997) Journal of Insurance Regulation , vol.16 , pp. 179-196
    • Pottier, S.W.1    Sommer, D.W.2
  • 16
    • 0000350475 scopus 로고
    • Logistic regression diagnostics
    • Pregibon, Daryl. "Logistic Regression Diagnostics." Annals of Statistics 9 (1981), 705-724.
    • (1981) Annals of Statistics , vol.9 , pp. 705-724
    • Pregibon, D.1
  • 17
    • 0001269383 scopus 로고    scopus 로고
    • The impact of firm risk on property-liability insurance prices
    • Sommer, David W. "The Impact of Firm Risk on Property-Liability Insurance Prices." Journal of Risk and Insurance 63 (1996), 501-514.
    • (1996) Journal of Risk and Insurance , vol.63 , pp. 501-514
    • Sommer, D.W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.