메뉴 건너뛰기




Volumn 7, Issue 1, 2006, Pages 38-48

Stationarity and stability of underwriting profits in property-liability insurance: Part I

Author keywords

Insurance liability; Property insurance; Underwriting

Indexed keywords


EID: 68549085573     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265940610637799     Document Type: Article
Times cited : (10)

References (18)
  • 2
    • 0000062229 scopus 로고
    • An international analysis of underwriting cycles in property-liability insurance
    • Cummins, J.D. and Outreville, F. (1987), “An international analysis of underwriting cycles in property-liability insurance”, Journal of Risk and Insurance, Vol. 54, pp. 246-62.
    • (1987) Journal of Risk and Insurance , vol.54 , pp. 246-262
    • Cummins, J.D.1    Outreville, F.2
  • 4
    • 0000589270 scopus 로고
    • Agency problems and residual claims
    • Fama, E.F. and Jensen, M.C. (1983a), “Agency problems and residual claims”, Journal of Law and Economics, Vol. 26, pp. 327-49.
    • (1983) Journal of Law and Economics , vol.26 , pp. 327-349
    • Fama, E.F.1    Jensen, M.C.2
  • 5
    • 0000172445 scopus 로고
    • Separation of ownership and control
    • Fama, E.F. and Jensen, M.C. (1983b), “Separation of ownership and control”, Journal of Law and Economics, Vol. 26, pp. 301-25.
    • (1983) Journal of Law and Economics , vol.26 , pp. 301-325
    • Fama, E.F.1    Jensen, M.C.2
  • 6
    • 0009970308 scopus 로고    scopus 로고
    • Underwriting cycles in property and liability insurance: an empirical analysis of industry and by-line data
    • Fung, H.G., Lai, G.C., Patterson, G.A. and Witt, R.C. (1998), “Underwriting cycles in property and liability insurance: an empirical analysis of industry and by-line data”, Journal of Risk and Insurance, Vol. 65, pp. 539-62.
    • (1998) Journal of Risk and Insurance , vol.65 , pp. 539-562
    • Fung, H.G.1    Lai, G.C.2    Patterson, G.A.3    Witt, R.C.4
  • 7
    • 0039670500 scopus 로고
    • External impacts on the property/liability insurance cycle
    • Grace, M. and Hotchkiss, J. (1995), “External impacts on the property/liability insurance cycle”, Journal of Risk and Insurance, Vol. 62, pp. 738-54.
    • (1995) Journal of Risk and Insurance , vol.62 , pp. 738-754
    • Grace, M.1    Hotchkiss, J.2
  • 8
    • 0344707554 scopus 로고
    • Capacity constraints in property-casualty insurance markets
    • Gron, A. (1994), “Capacity constraints in property-casualty insurance markets”, Rand Journal of Economics, Vol. 25, pp. 110-27.
    • (1994) Rand Journal of Economics , vol.25 , pp. 110-127
    • Gron, A.1
  • 9
    • 0010008138 scopus 로고
    • A cointegration analysis of the relationship between underwriting margins and interest rates: 1930-1989
    • Haley, J. (1993), “A cointegration analysis of the relationship between underwriting margins and interest rates: 1930-1989”, Journal of Risk and Insurance, Vol. 60, pp. 480-93.
    • (1993) Journal of Risk and Insurance , vol.60 , pp. 480-493
    • Haley, J.1
  • 10
    • 0009965614 scopus 로고
    • A by-line cointegration analysis of underwriting margins and interest rates in the property-liability insurance industry
    • Haley, J. (1995), “A by-line cointegration analysis of underwriting margins and interest rates in the property-liability insurance industry”, Journal of Risk and Insurance, Vol. 62, pp. 755-63.
    • (1995) Journal of Risk and Insurance , vol.62 , pp. 755-763
    • Haley, J.1
  • 11
    • 0010044893 scopus 로고    scopus 로고
    • International insurance cycles: rational expectations /institutional intervention
    • Lamm-Tennant, J. and Weiss, M. (1997), “International insurance cycles: rational expectations /institutional intervention”, Journal of Risk and Insurance, Vol. 64, pp. 415-39.
    • (1997) Journal of Risk and Insurance , vol.64 , pp. 415-439
    • Lamm-Tennant, J.1    Weiss, M.2
  • 13
    • 84934562851 scopus 로고
    • Ownership structure across lines of property-casualty insurance
    • Myers, D. and Smith, C.W. Jr (1988), “Ownership structure across lines of property-casualty insurance”, Journal of Law and Economics, Vol. 31, pp. 351-78.
    • (1988) Journal of Law and Economics , vol.31 , pp. 351-378
    • Myers, D.1    Smith, C.W.J.2
  • 14
    • 49049143455 scopus 로고
    • Trends and random walks in macroeconomic time series
    • Nelson, C. and Plosser, C. (1982), “Trends and random walks in macroeconomic time series”, Journal of Monetary Economics, Vol. 10, pp. 139-62.
    • (1982) Journal of Monetary Economics , vol.10 , pp. 139-162
    • Nelson, C.1    Plosser, C.2
  • 15
    • 0010043914 scopus 로고
    • Evidence on the time series properties of insurance premiums and causes of the underwriting cycle: new support for the capital market imperfection hypothesis
    • Niehaus, G. and Terry, A. (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, Vol. 60, pp. 466-79.
    • (1993) Journal of Risk and Insurance , vol.60 , pp. 466-479
    • Niehaus, G.1    Terry, A.2
  • 16
    • 0001242997 scopus 로고
    • Variable trends in economic time series
    • Stock, J. and Watson, M. (1988), “Variable trends in economic time series”, Journal of Economic Perspectives, Vol. 2, pp. 147-74.
    • (1988) Journal of Economic Perspectives , vol.2 , pp. 147-174
    • Stock, J.1    Watson, M.2
  • 17
    • 0039078343 scopus 로고
    • Ratemaking methods and profit cycles in property and liability insurance
    • Venezian, E.C. (1985), “Ratemaking methods and profit cycles in property and liability insurance”, Journal of Risk and Insurance, Vol. 52, pp. 477-500.
    • (1985) Journal of Risk and Insurance , vol.52 , pp. 477-500
    • Venezian, E.C.1
  • 18
    • 0040262244 scopus 로고
    • Profit cycles in property-liability insurance: a desegregated approach
    • Fields, J. and Venezian, E.C. (1989), “Profit cycles in property-liability insurance: a desegregated approach”, Journal of Risk and Insurance, Vol. 56, pp. 312-9.
    • (1989) Journal of Risk and Insurance , vol.56 , pp. 312-319
    • Fields, J.1    Venezian, E.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.