The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property-Liability Insolvency Prediction

Author:

Cheng Jiang,Weiss Mary A.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference36 articles.

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2. A.M. Best Company Best's Insurance Reports Property/Casualty A.M. Best

3. Accounting Procedures, Market Data, Cash-Flow Figures, and Insolvency Classification: The Case of the Insurance Industry;BarNiv;Accounting Review,1990

4. Identifying Financial Distress in the Insurance Industry: A Synthesis of Methodology and Empirical Issues;BarNiv;Journal of Risk and Insurance,1992

5. Review of Categorical Models for Classification Issues in Accounting and Finance;BarNiv;Review of Quantitative Finance and Accounting,1999

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