Modeling underwriting risk : a copula regression analysis on U.S. property-casualty insurance byline loss ratios
Jeffrey Tzuhao Tsai, Chien-Ling Lo
| Year of publication: |
2024
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|---|---|
| Authors: | Tsai, Jeffrey Tzuhao ; Lo, Chien-Ling |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 83.2024, Art.-No. 102206, p. 1-18
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| Subject: | Liability risk management | Multivariate loss distribution | P&C risk-based capital | R5 risk | Underwriting risk | Risikomodell | Risk model | Risikomanagement | Risk management | USA | United States | Risiko | Risk | Bankrisiko | Bank risk | Risikomaß | Risk measure | Verlust | Loss | Multivariate Verteilung | Multivariate distribution | Haftpflichtversicherung | Liability insurance | Schadenversicherung | Property-casualty insurance | Theorie | Theory | Regressionsanalyse | Regression analysis | Versicherung | Insurance | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102206 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491177