Eling, Martin; Parnitzke, Thomas; Schmeiser, Hato - Institut für Versicherungswirtschaft <Sankt Gallen> - 2007
St. Gallen, Institute of Insurance Economics,
Kirchlistrasse 2, 9010 St. Gallen, Switzerland. We are grateful to Stephen … of business segments, capital allocation, and analysis of
major risks—such as inflation risks, interest rate risks, and …’Arcy/Gorvett (2004) apply DFA to determine an optimal
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growth rate in the property-casualty insurance business. Using data …