Category:Accounting and Finance
Table Of Contents: Volume 7 Issue 2
This paper aims to test empirically the performance of different models in measuring VaR and ES in the presence of heavy tails in returns using historical data.
The paper sets out to use the loss ratio series of Switzerland, Germany, the USA and Japan, to test whether underwriting cycles still exist internationally and to identify…
This article aims to examine the existence of an underwriting cycle in property‐liability insurance for France, Germany and Switzerland (primary markets) and for the…
Aims to address a number of issues related to the use of spectral analysis in the study of insurance cycles.
This paper seeks to use spectral analysis as an alternative method to analyze whether underwriting results exhibit a cyclical behavior for the property‐liability insurance…
Online date, start – end:1999
Copyright Holder:Emerald Publishing Limited
Merged from:Balance Sheet
- Prof Bonnie Buchanan