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Relationships between Property-Liability Insurance Stock Returns and the Business and Underwriting Cycles

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  • Carol Lancaster
  • Mark L. Cross

Abstract

This research examines quarterly excess returns for a property-liability (P&L) insurance stock portfolio over the period 1975-90. The excess portfolio returns are not correlated with the general business cycle. This study concludes that excess returns do occur during periods of increased underwriting profitability.

Suggested Citation

  • Carol Lancaster & Mark L. Cross, 1994. "Relationships between Property-Liability Insurance Stock Returns and the Business and Underwriting Cycles," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 17(1), pages 89-106.
    • Handle: RePEc:wri:journl:v:17:y:1994:i:1:p:89-106
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