IDEAS home Printed from https://ideas.repec.org/a/eee/intfor/v23y2007i3p513-529.html
   My bibliography  Save this article

Forecasting and analyzing insurance companies' ratings

Author

Listed:
  • Van Gestel, Tony
  • Martens, David
  • Baesens, Bart
  • Feremans, Daniel
  • Huysmans, Johan
  • Vanthienen, Jan

Abstract

No abstract is available for this item.

Suggested Citation

  • Van Gestel, Tony & Martens, David & Baesens, Bart & Feremans, Daniel & Huysmans, Johan & Vanthienen, Jan, 2007. "Forecasting and analyzing insurance companies' ratings," International Journal of Forecasting, Elsevier, vol. 23(3), pages 513-529.
  • Handle: RePEc:eee:intfor:v:23:y:2007:i:3:p:513-529
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0169-2070(07)00045-3
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Rosch, Daniel, 2005. "An empirical comparison of default risk forecasts from alternative credit rating philosophies," International Journal of Forecasting, Elsevier, vol. 21(1), pages 37-51.
    2. Grunert, Jens & Norden, Lars & Weber, Martin, 2005. "The role of non-financial factors in internal credit ratings," Journal of Banking & Finance, Elsevier, vol. 29(2), pages 509-531, February.
    3. Altman, Edward I. & Rijken, Herbert A., 2004. "How rating agencies achieve rating stability," Journal of Banking & Finance, Elsevier, vol. 28(11), pages 2679-2714, November.
    4. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    5. repec:bla:joares:v:18:y:1980:i:1:p:109-131 is not listed on IDEAS
    6. repec:bla:joares:v:4:y:1966:i::p:44-62 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Carrizosa, Emilio & Martín-Barragán, Belén & Morales, Dolores Romero, 2011. "Detecting relevant variables and interactions in supervised classification," European Journal of Operational Research, Elsevier, vol. 213(1), pages 260-269, August.
    2. repec:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1107-3 is not listed on IDEAS
    3. TOBBACK, Ellen & MARTENS, David & VAN GESTEL, Tony & BAESENS, Bart, 2012. "Forecasting loss given default models: Impact of account characteristics and the macroeconomic state," Working Papers 2012019, University of Antwerp, Faculty of Applied Economics.
    4. Loterman, Gert & Brown, Iain & Martens, David & Mues, Christophe & Baesens, Bart, 2012. "Benchmarking regression algorithms for loss given default modeling," International Journal of Forecasting, Elsevier, vol. 28(1), pages 161-170.
    5. Marín Díazaraque, Juan Miguel & Albarrán Lozano, Irene & Alonso, Pablo J., 2011. "Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view," DES - Working Papers. Statistics and Econometrics. WS ws113729, Universidad Carlos III de Madrid. Departamento de Estadística.
    6. repec:pal:jorsoc:v:60:y:2009:i:8:d:10.1057_jors.2008.161 is not listed on IDEAS
    7. Mizen, Paul & Tsoukas, Serafeim, 2012. "Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model," International Journal of Forecasting, Elsevier, vol. 28(1), pages 273-287.
    8. Martin-Barragan, Belen & Lillo, Rosa & Romo, Juan, 2014. "Interpretable support vector machines for functional data," European Journal of Operational Research, Elsevier, vol. 232(1), pages 146-155.
    9. Ellen Tobback & David Martens & Tony Van Gestel & Bart Baesens, 2014. "Forecasting Loss Given Default models: impact of account characteristics and the macroeconomic state," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 376-392, March.
    10. repec:pal:jorsoc:v:61:y:2010:i:3:d:10.1057_jors.2009.69 is not listed on IDEAS

    More about this item

    Statistics

    Access and download statistics

    Corrections

    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:intfor:v:23:y:2007:i:3:p:513-529. 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/ijforecast .

    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 CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.