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Table of Contents
MultiNational Underwriting Cycles in PropertyLiability
Analysis of MultiNational Underwriting Cycles in Property
Summary and Concluding Remarks
additional variables AR(2)-processes autoregressive processes capacity-constraint models changes coefficients cointegration analysis combined ratio competition Cummins and Outreville cycle length Cycles in Property-Liability Danzon Durbin-Watson statistics economic empirical endogenous variables estimations expense ratio explain F-test Financial Following an AR(2 four countries Gron Haley hard markets Harrington hypothesis insurance business insurance companies insurance cycles insurance industry interest rate internal capital Japan Journal of Risk keiretsu Leng Liability Insurance longer loss and combined loss ratio series macroeconomic Meier money market rate non-life insurance non-stationary Outreville 1987 paper period premiums and losses price of reinsurance primary insurance market primary market Property-Liability Insurance ratio and combined rational expectations regression Regulation regulatory reinsurance price index relationship Risk and Insurance second lag significance level solvency stationary structural break Swiss Switzerland Table three countries Underwriting Cycles Underwriting Margins underwriting profit underwriting results unit root tests vector autoregressive Venezian West Germany