Table of contents
New evidence for underwriting cycles in US property‐liability insurance
Dorina Lazar, Michel DenuitThe purpose of this paper is to highlight some testing procedures, both in time/frequency framework, useful to test for significant cycles in insurance data. The US underwriting…
Industry loss warranties: contract features, pricing, and central demand factors
Nadine Gatzert, Hato SchmeiserThe purpose of this paper is to provide a detailed analysis of industry loss warranties (ILWs), an alternative risk transfer instrument which has become increasingly popular…
Pricing temperature‐based weather derivatives in China
Ahmet GöncüThe purpose of this paper is to propose a feasible model for the daily average temperatures of Beijing, Shanghai and Shenzhen, in order to price temperature‐based weather…
Modelling rain risk: a multi‐order Markov chain model approach
Markus StowasserThe purpose of this paper is to investigate the best frequency description of a chain dependent Markov process for the daily simulation of precipitation. The influence of the…
Evaluating the cost efficiency of insurance companies in Ghana
Kwadjo Ansah‐Adu, Charles Andoh, Joshua AborThe purpose of this paper is to evaluate the efficiency of insurance companies in Ghana using a two‐stage procedure to ascertain whether insurance companies are cost efficient and…
Parsimonious exposure‐at‐default modeling for unfunded loan commitments
Pinaki Bag, Michael JacobsThe purpose of this paper is to build an easy to implement, pragmatic and parsimonious yet accurate model to determine an exposure at default (EAD) distribution for CCL…
ISSN:
1526-5943Online date, start – end:
1999Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridMerged from:
Balance SheetEditor:
- Nawazish Mirza