A Cointegration Analysis of the Relationship Between Underwriting Margins and Interest Rates: 1930-1989

Abstract
Profit Factor/Rate of Return/Risk
Volume
Vol. 60, No. 3
Year
1993
Categories
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Investment Income
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Required Profit
Publications
Journal of Risk and Insurance, The
Authors
Joseph D Haley