Detecting fuzzy relationships in regression models: The case of insurer solvency surveillance in Germany
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Lemaire, Jean, 1990. "Fuzzy Insurance," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 20(01), pages 33-55, April.
- J. David Cummins & Martin F. Grace & Richard D. Phillips, 1998. "Regulatory solvency prediction in property-liability insurance: risk-based capital, audit ratios, and cash flow simulation," Working Papers 98-20, Federal Reserve Bank of Philadelphia.
- Lamm-Tennant, Joan & Starks, Laura T, 1993. "Stock versus Mutual Ownership Structures: The Risk Implications," The Journal of Business, University of Chicago Press, vol. 66(1), pages 29-46, January.
- Andre P. Liebenberg & David W. Sommer, 2008. "Effects of Corporate Diversification: Evidence From the Property-Liability Insurance Industry," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(4), pages 893-919.
- Shapiro, Arnold F., 2004. "Fuzzy logic in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 399-424, October.
- Jorge de Andrés Sánchez & Antonio Terceño Gómez, 2003. "Applications of Fuzzy Regression in Actuarial Analysis," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(4), pages 665-699.
- J. Cummins & Gregory Nini, 2002. "Optimal Capital Utilization by Financial Firms: Evidence from the Property-Liability Insurance Industry," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(1), pages 15-53, February.
- Ian G. Sharpe & Andrei Stadnik, 2007. "Financial Distress in Australian General Insurers," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 74(2), pages 377-399.
- Steven Pottier & David Sommer, 2002. "The Effectiveness of Public and Private Sector Summary Risk Measures in Predicting Insurer Insolvencies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 21(1), pages 101-116, February.
- He, Yan-Qun & Chan, Lai-Kow & Wu, Ming-Lu, 2007. "Balancing productivity and consumer satisfaction for profitability: Statistical and fuzzy regression analysis," European Journal of Operational Research, Elsevier, vol. 176(1), pages 252-263, January.
- Renbao Chen & Kie Ann Wong, 2004. "The Determinants of Financial Health of Asian Insurance Companies," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 71(3), pages 469-499.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Sadefo Kamdem, J. & Mbairadjim Moussa, A. & Terraza, M., 2012.
"Fuzzy risk adjusted performance measures: Application to hedge funds,"
Insurance: Mathematics and Economics,
Elsevier, vol. 51(3), pages 702-712.
- Alfred Mbairadjim Moussa & Jules Sadefo Kamdem & Michel Terraza, 2012. "Fuzzy risk adjusted performance measures: application to Hedge funds," Working Papers 12-24, LAMETA, Universitiy of Montpellier, revised Sep 2012.
- Rachida Hennani & Michel Terraza, 2012. "Value-at-Risk stressée chaotique d’un portefeuille bancaire," Working Papers 12-23, LAMETA, Universitiy of Montpellier, revised Sep 2012.
- Mbairadjim Moussa, A. & Sadefo Kamdem, J. & Shapiro, A.F. & Terraza, M., 2014. "CAPM with fuzzy returns and hypothesis testing," Insurance: Mathematics and Economics, Elsevier, vol. 55(C), pages 40-57.
More about this item
KeywordsTest for fuzziness Possibilistic fuzzy regression Financial statement data Insurance regulation;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:46:y:2010:i:3:p:554-567. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.