THE USE OF EVENT HISTORY ANALYSIS TO EXAMINE INSURER INSOLVENCIES

Authors
KIM YD ANDERSON DR AMBURGEY TL HICKMAN JC
Citation
Yd. Kim et al., THE USE OF EVENT HISTORY ANALYSIS TO EXAMINE INSURER INSOLVENCIES, The Journal of risk and insurance, 62(1), 1995, pp. 94-110
Citations number
19
Categorie Soggetti
Business Finance
Journal title
The Journal of risk and insurance → ACNP
ISSN journal
00224367
Volume
62
Issue
1
Year of publication
1995
Pages
94 - 110
Database
ISI
SICI code
0022-4367(1995)62:1<94:TUOEHA>2.0.ZU;2-Q
Abstract
This study employs dynamic statistical methodology, particularly event history analysis, to examine insurer insolvencies. Various potential factors associated with insolvencies are modeled empirically for a sam ple of insolvent and solvent insurers from 1984 through 1990 for prope rty-liability insurers, and from 1987 through 1990 for life insurers.