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A non-parametric statistical model for the control of Italian insurance companies

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  • Paolo Angelis
  • Fulvio Gismondi
  • Riccardo Ottaviani

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  • Paolo Angelis & Fulvio Gismondi & Riccardo Ottaviani, 1994. "A non-parametric statistical model for the control of Italian insurance companies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 17(1), pages 69-84, March.
    • Handle: RePEc:spr:decfin:v:17:y:1994:i:1:p:69-84
    DOI: 10.1007/BF02091667
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    References listed on IDEAS

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    2. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    3. Marais, Ml & Patell, Jm & Wolfson, Ma, 1984. "The Experimental-Design Of Classification Models - An Application Of Recursive Partitioning And Bootstrapping To Commercial Bank Loan Classifications," Journal of Accounting Research, Wiley Blackwell, vol. 22, pages 87-114.
    4. Altman, Edward I. & Haldeman, Robert G. & Narayanan, P., 1977. "ZETATM analysis A new model to identify bankruptcy risk of corporations," Journal of Banking & Finance, Elsevier, vol. 1(1), pages 29-54, June.
    5. Vinso, Joseph D., 1979. "A Determination of the Risk of Ruin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(1), pages 77-100, March.
    6. Robert A. Hershbarger & Ronald K. Miller, 1986. "The NAIC Information System and the Use of Economic Indicators in Predicting Insolvencies," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 9(2), pages 21-43.
    7. Scott, James, 1981. "The probability of bankruptcy: A comparison of empirical predictions and theoretical models," Journal of Banking & Finance, Elsevier, vol. 5(3), pages 317-344, September.
    8. Blum, M, 1974. "Failing Company Discriminant-Analysis," Journal of Accounting Research, Wiley Blackwell, vol. 12(1), pages 1-25.
    9. Carl M. Sandberg & Wilbur G. Lewellen & Kenneth L. Stanley, 1987. "Financial strategy: Planning and managing the corporate leverage position," Strategic Management Journal, Wiley Blackwell, vol. 8(1), pages 15-24, January.
    10. 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.
    11. Eisenbeis, Robert A, 1977. "Pitfalls in the Application of Discriminant Analysis in Business, Finance, and Economics," Journal of Finance, American Finance Association, vol. 32(3), pages 875-900, June.
    12. Wilcox, Jw, 1973. "Prediction Of Business Failure Using Accounting Data," Journal of Accounting Research, Wiley Blackwell, vol. 11, pages 163-179.
    13. Frydman, Halina & Altman, Edward I & Kao, Duen-Li, 1985. "Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress," Journal of Finance, American Finance Association, vol. 40(1), pages 269-291, March.
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