Add to ORKGThis paper presents a behavioral model of insurance pricing to explain the presence of un-derwriting cycles in property and liability insurance. Based on the behavioral finance literature, I show that cycles can be purely driven by irrational expectations about investment returns, court awards or the expected reinsurance premium. I calibrate the underwriting behavioral model using annual data from the United States. JEL Classification: G22
This research explored two major insurance-market issues. First, it investigated the dynamic interac...
Abstract: The risk benchmarks and underwriting cycle models presented in this paper can be used by i...
This paper challenges the question of existence and predictability of underwriting cycles in the U.S...
Using industry and by-line data, we examine the causes of insurance cycles in a vector autoregressiv...
Abstract: Underwriting cycles are associated with a mystique that few topics in the area of risk and...
This paper offers a novel explanation of the financial underwriting cycle in the property-liability ...
Cummins and Outreville (1987) suggested that the cyclical nature of insurance profits might result f...
The Lloyd's 2007 Survey of Underwriters states that "for the third year running, managing the cycle ...
[[abstract]]The underwrting cycle in the US market fit option pricing model.[[journaltype]]國外[[incit...
Purpose – The purpose of this paper is to highlight some testing procedures, both in time/frequency ...
The primary purpose of this thesis is to find explanations for the unanswered questions for underwri...
The health insurance underwriting cycle reflects the tendency for health insurance premiums and insu...
158 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1984.Underwriting profits in the p...
Underwriting cycles, with their wide and puzzling swings in premiums and profitability, challenge th...
[[abstract]]U.S. property–liability insurance markets have displayed insurance cycles, with their sw...
This research explored two major insurance-market issues. First, it investigated the dynamic interac...
Abstract: The risk benchmarks and underwriting cycle models presented in this paper can be used by i...
This paper challenges the question of existence and predictability of underwriting cycles in the U.S...
Using industry and by-line data, we examine the causes of insurance cycles in a vector autoregressiv...
Abstract: Underwriting cycles are associated with a mystique that few topics in the area of risk and...
This paper offers a novel explanation of the financial underwriting cycle in the property-liability ...
Cummins and Outreville (1987) suggested that the cyclical nature of insurance profits might result f...
The Lloyd's 2007 Survey of Underwriters states that "for the third year running, managing the cycle ...
[[abstract]]The underwrting cycle in the US market fit option pricing model.[[journaltype]]國外[[incit...
Purpose – The purpose of this paper is to highlight some testing procedures, both in time/frequency ...
The primary purpose of this thesis is to find explanations for the unanswered questions for underwri...
The health insurance underwriting cycle reflects the tendency for health insurance premiums and insu...
158 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1984.Underwriting profits in the p...
Underwriting cycles, with their wide and puzzling swings in premiums and profitability, challenge th...
[[abstract]]U.S. property–liability insurance markets have displayed insurance cycles, with their sw...
This research explored two major insurance-market issues. First, it investigated the dynamic interac...
Abstract: The risk benchmarks and underwriting cycle models presented in this paper can be used by i...
This paper challenges the question of existence and predictability of underwriting cycles in the U.S...