Underwriting cycle in Russia and macroeconomic indicators

Ilya Tetin ()
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Ilya Tetin: South Ural State University, Chelyabinsk, Russian Federation

Applied Econometrics, 2015, vol. 39, issue 3, 65-83

Abstract: Based on statistics for 2005–2014 and using correlation analysis and Granger causality test, the factors that potentially have impact on underwriting cycle in Russia are allocated. Significant econometric model in which fluctuations of loss ratio are described by indicator of government finance, fixed capital expenditures and by real wages indicator.

Keywords: underwriting cycle; volatility; loss ratio; insurance market (search for similar items in EconPapers)
JEL-codes: C52 C53 E32 E37 G22 (search for similar items in EconPapers)
Date: 2015
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