The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property–Liability Insolvency Prediction

Jiang Cheng and Mary Weiss

Journal of Risk & Insurance, 2012, vol. 79, issue 3, 723-750

Date: 2012
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Working Paper: The Role of RBC, Hurricane Exposure, Bond Portfolio Duration, and Macroeconomic and Industry-wide Factors in Property-Liability Insolvency Prediction (2011)
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