A Study of the Underwriting Cycle on Property/Liability Insurance in Japan: An Application of Smooth Transition Autoregressive Model
碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 99 === The objective of this study is to examine the presence of the property/liability insurance’s underwriting cycle in Japan, and comparing the Smooth Transition Autoregressive Model alternative to Second-Order Autoregressive Model. We test two kinds of Loss r...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66262482442723936205 |