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How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?

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  • Heni Boubaker
  • Nadia Sghaier

Abstract

This paper proposes an original framework based on nonlinear panel data models to study the empirical influence of the interest rate and the inflation rate on the non-life insurance premiums for fourteen developed countries over the period 1965-2008. Mo

Suggested Citation

  • Heni Boubaker & Nadia Sghaier, 2014. "How Do the Interest Rate and the Inflation Rate Affect the Non-Life Insurance Premiums ?," Working Papers 2014-282, Department of Research, Ipag Business School.
  • Handle: RePEc:ipg:wpaper:2014-282
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    References listed on IDEAS

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    Cited by:

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    8. repec:ipg:wpaper:2014-471 is not listed on IDEAS
    9. Peter Sephton & Janelle Mann, 2015. "Nonlinear attractors and asymmetries between non-life insurance premiums and financial markets," Empirical Economics, Springer, vol. 49(3), pages 783-799, November.
    10. repec:ipg:wpaper:2014-562 is not listed on IDEAS
    11. repec:ipg:wpaper:2014-509 is not listed on IDEAS
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    13. repec:ipg:wpaper:2014-510 is not listed on IDEAS

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    Keywords

    non-life insurance premiums; interest rate; inflation rate; panel smooth transition error correction model and insurance pricing rules.;

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