چکیده مقاله
This study examines the presence of underwriting cycles in Asia Pacific insurance industry First of all we described previous studies about underwriting cycles in that region We confirmed the presence of such a cycles in South Korea, using classical way of identifying underwriting cycles, i e based on yearly data and using a second order autoregressive model – AR 2 We also present a new approach, i e the idea of deviation cycles this method involves fitting a trend to the indicators and analyzing the deviations from this trend using quarterly data for Australia and Hong Kong With that method we also found cycles, however they were shorter than classical ones about 2 4 years vs 6 11 years We tested some relations between profitability profit ratio and other variables loss ratios, claims, premiums, capacity and also GDP , however the results of our analysis support only partly our hypothesis
کلیدواژهها
نویسندگان
Piotr Manikowski
Insurance Department, Poznań University of Economics and Business
شیوه ارجاع
Manikowski, Piotr,1395,Underwriting Cycles in Asia-Pacific Countries: A New Approach (Paper for the NICOID 2016),23th National Conference on Insurance and Development ,Tehran
ارائهشده در
مجموعه مقالات بیست و سومین همایش ملی و نهمین همایش بین المللی بیمه و توسعه13 آذر 1395 · تهران