Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance

Mapping Intimacies ◽

10.32920/ryerson.14640030 ◽

2021 ◽

Author(s):

Godfrey Cadogan

Keyword(s):

Pricing Kernel ◽

Property Casualty

Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance

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Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance

10.32920/ryerson.14640030.v1 ◽

2021 ◽

Author(s):

Godfrey Cadogan

Keyword(s):

Pricing Kernel ◽

Property Casualty

Forecasting The Pricing Kernel of IBNR Claims Development In Property-Casualty Insurance

Download Full-text

Forecasting the Pricing Kernel of IBNR Claims Development in Property-Casualty Insurance

SSRN Electronic Journal ◽

10.2139/ssrn.1623602 ◽

2010 ◽

Author(s):

Godfrey Cadogan

Keyword(s):

Pricing Kernel ◽

Property Casualty

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A Competing Risk Dynamic Hazard Approach to Investigate the Impairment Outcomes of Property-Casualty Insurers

SSRN Electronic Journal ◽

10.2139/ssrn.1772602 ◽

2010 ◽

Author(s):

Huong D. Dang

Keyword(s):

Competing Risk ◽

Property Casualty

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The Discretionary Use of Present Value-Based Measurements by Property-Casualty Insurers

SSRN Electronic Journal ◽

10.2139/ssrn.2220 ◽

1997 ◽

Author(s):

Karen K. Nelson

Keyword(s):

Present Value ◽

Property Casualty

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Ratemaking for Emerging Liabilities in Property & Casualty Insurance: Practical Tools and Enriching Imagination

SSRN Electronic Journal ◽

10.2139/ssrn.2800738 ◽

2016 ◽

Author(s):

Syed Danish Ali

Keyword(s):

Property Casualty

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The Shape of the Pricing Kernel and Expected Option Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3708791 ◽

2020 ◽

Author(s):

Tobias Sichert ◽

Christian Schlag

Keyword(s):

Pricing Kernel ◽

Option Returns ◽

Expected Option Returns

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Quantifying the Costs of Intertemporal Taxable Income Shifting: Theory and Evidence from the Property-Casualty Insurance Industry

SSRN Electronic Journal ◽

10.2139/ssrn.546297 ◽

2004 ◽

Author(s):

David W. Randolph ◽

Gerald L. Salamon ◽

Jim A. Seida

Keyword(s):

Insurance Industry ◽

Income Shifting ◽

Taxable Income ◽

Property Casualty

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The Economics of Property-Casualty Insurance

Journal of Risk & Insurance ◽

10.2307/253782 ◽

2000 ◽

Vol 67 (2) ◽

pp. 312

Author(s):

Barry D. Smith ◽

David F. Bradford

Keyword(s):

Property Casualty

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Gauging the financial solidity of property casualty insurers

Journal of Corporate Accounting & Finance ◽

10.1002/jcaf.3970020208 ◽

1990 ◽

Vol 2 (2) ◽

pp. 177-193

Author(s):

Walter Haver

Keyword(s):

Property Casualty

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The payoff and implied pricing kernel in REITs

Applied Economics ◽

10.1080/00036840600970344 ◽

2008 ◽

Vol 40 (21) ◽

pp. 2775-2783

Author(s):

Hsiao-Tang Hsu

Keyword(s):

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