MORE EVIDENCE ON THE SYSTEMATIC UNDERWRITING RISK IN AUTOMOBILE INSURANCE

被引：0

作者：

OUTREVILLE, JF ^{[1
]}

HELIE, C ^{[1
]}

机构：

[1] UNIV TEXAS,AUSTIN,TX 78712

来源：

关键词：

D O I：

10.2307/252976

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：755 / 766

页数：12

共 19 条

[1]

BACHMAN JE, 1978, HUEBNER F MONOGRAPH, V6

[2]

BIGGER N, 1978, J RISK INSURANCE, V45, P121

[3]

BLUME M, 1975, J FINANC, V10, P785

[4]

CUMMINS JD, 1985, J RISK INSURANCE, V51

[5]

CUMMINS JD, 1984, INT ANAL UNDERWRITIN

[6]

CUMMINS JD, 1981, MANAGEMENT SCI, V24, P414

FAIRLEY, WB .

BELL JOURNAL OF ECONOMICS, 1979, 10 (01) :192-210

[8] RISK, RETURN, AND EQUILIBRIUM - EMPIRICAL TESTS [J].

FAMA, EF ;

MACBETH, JD .

[9] ASSET PRICING MODELS - FURTHER TESTS [J].

FOSTER, G .

[10]

Gauvin Jean-Louis, 1974, RAPPORT COMITE ETUDE