A Study of the Underwriting Cycle on Property/Liability Insurance in Taiwan: An Application of Smooth Transition Autoregressive Model

碩士 === 國立高雄第一科技大學 === 風險管理與保險所 === 98 === The objective of this study is to examine the presence of the property/liability insurance’s underwriting cycle in Taiwan, and comparing the Smooth Transition Autoregressive Model alternative to Second-Order Autoregressive Model. We test three aggregate prof...

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Bibliographic Details
Main Authors: Yen-An Hsueh, 薛晏安
Other Authors: none
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/08520931831352712067