Underwriting Cycles in UK Motor Insurance

The purpose of this paper is to research adjustment process of the insurance premium and examine its cointegrated relationship with economic loss ratio, claim, interest rate and retail price index in UK motor insurance market. First, the article introduces methods of integration, cointegration, unit...

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Bibliographic Details
Main Author: Sun, Yu
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2015
Online Access:https://eprints.nottingham.ac.uk/30000/