1 - 7 of 7 articles
Purpose – To consider why the law of large numbers does not play a more significant role in determining an insurer's financial leverage. Design/methodology/approach – Insurer‐group data show that there is little relationship between an insurer's premium volume and its overall leverage (i.e. net...
Purpose – 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. Design/methodology/approach – Daily returns of popular indices (S&P500, DAX, CAC, Nikkei, TSE, and FTSE) and currencies (US...
Purpose – This study seeks to examine the determinants of dividend payout ratios of listed companies in Ghana. Design/methodology/approach – The analyses are performed using data derived from the financial statements of firms listed on the Ghana Stock Exchange during a six‐year period. Ordinary...
Purpose – 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 possible structural changes. Design/methodology/approach – Based on financial theory and insurance pricing theory,...
Purpose – 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 European reinsurance industry. It is also aimed to test how the two markets are related with each other in each country...
Purpose – Aims to address a number of issues related to the use of spectral analysis in the study of insurance cycles. Design/methodology/approach – Spectral analysis has seldom been used in the study of insurance cycles. This may be due to the fact that no statistical test is readily available...
Purpose – 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 industry and by lines of business. In addition, aims to use the AR(2) process to obtain information about cyclical...
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