Rating drift in property-liability insurer rating transitions
Yuling Wang and James M. Carson
| Year of publication: |
2014
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|---|---|
| Authors: | Wang, Yuling ; Carson, James M. |
| Published in: |
The journal of insurance issues : official journal of the Western Risk and Insurance Association. - [Erscheinungsort nicht ermittelbar] : [Verlag nicht ermittelbar], ISSN 1531-6076, ZDB-ID 2094292-8. - Vol. 37.2014, 1, p. 59-76
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| Subject: | rating drift | insurer solvency | Cox model | non-Markovian behavior | Versicherung | Insurance | Kreditwürdigkeit | Credit rating | Theorie | Theory | Haftpflichtversicherung | Liability insurance | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010380917