The use of spectral analysis in insurance cycle research

Journal of Risk Finance

Volumn 7, Issue 2, 2006, Pages 177-188

  Venezian, Emilio C ^a  

^a RUTGERS UNIVERSITY   (United States)

Author keywords

Business cycles; Data analysis; Insurance

Indexed keywords

EID: 85015633801     PISSN: 15265943     EISSN: 09657967     Source Type: Journal    
DOI: 10.1108/15265940610648616     Document Type: Article

References (6)

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3. Grace, M.F. and Hotchkiss, J.L. (1995), “External impacts on the property/liability insurance cycle”, Journal of Risk and Insurance, Vol. 62, pp. 738-54.
4. Hamilton, J.D. (1994), Time Series Analysis, Princeton University Press, Princeton, NJ.
5. Leng, C.C. and Venezian, E.C. (2003), “Underwriting profits: are the data consistent with ‘rationally priced’ insurance cycles?”, Assurances, Vol. 71, pp. 435-54.
6. Venezian, E.C. (1985), “Ratemaking methods and profit cycles in property and liability insurance”, Journal of Risk and Insurance, Vol. 52, pp. 477-500.