The Dynamic Impact of Macro Shocks on Insurance Premiums
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DOI: 10.1007/s10693-009-0052-0
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Citations
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Cited by:
- Liu, Guan-Chun & Lee, Chien-Chiang & Lee, Chi-Chuan, 2016. "The nexus between insurance activity and economic growth: A bootstrap rolling window approach," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 299-319.
- J. François Outreville, 2011. "The relationship between insurance growth and economic development - 80 empirical papers for a review of the literature," ICER Working Papers 12-2011, ICER - International Centre for Economic Research.
- repec:ipg:wpaper:2014-047 is not listed on IDEAS
- Guo, Feng & Huang, Ying Sophie, 2013. "Identifying permanent and transitory risks in the Chinese property insurance market," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 689-704.
- Koen van der Veer, 2015. "Loss shocks and the quantity and price of private export credit insurance: Evidence from a global insurer," DNB Working Papers 462, Netherlands Central Bank, Research Department.
- Rangan Gupta & Amine Lahiani & Chi-Chuan Lee & Chien-Chiang Lee, 2016. "Asymmetric dynamics of insurance premium: The impacts of output and economic policy uncertainty," Working Papers 201673, University of Pretoria, Department of Economics.
- Catherine Bruneau & Nadia Sghaier, 2014. "Cyclicity in the French Property," Working Papers 2014-47, Department of Research, Ipag Business School.
- Tetin, Ilya, 2015. "Underwriting cycle in Russia and macroeconomic indicators," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 39(3), pages 65-83.
More about this item
Keywords
Insurance premiums; Structural shocks; Vector error correction model; C32; E44; G22;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
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