Risk-based capital and solvency screening in property-liability insurance: hypotheses and empirical tests

MF Grace, SE Harrington, RW Klein - Journal of Risk and Insurance, 1998 - JSTOR
For a fixed probability of wrongly classifying a strong insurer as being weak (Type I error),
this paper examines the classification power (the probability of correctly identifying a weak …

Risk-based capital and solvency screening in property-liability insurance: Hypotheses and...

MF Grace, SE Harrington - Journal of Risk & Insurance, 1998 - elibrary.ru
Compares the power of Financial Analysis Tracking System (FAST) and risk-based capital
(RBC) to identify financially weak insurers. Comparison of the power of FAST scores and …

[引用][C] Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests

MF Grace, SE Harrington, RW Klein - The Journal of Risk and Insurance, 1998 - cir.nii.ac.jp
Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses
and Empirical Tests | CiNii Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] …

[PDF][PDF] Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests

MF Grace, SE Harrington, RW Klein - The Journal of Risk and Insurance, 1998 - Citeseer
For a fixed probability of wrongly classifying a strong insurer as being weak (Type I error),
this paper examines the classification power (the probability of correctly identifying a weak …

Risk-based capital and solvency screening in property-liability insurance: hypotheses and empirical tests

MF Grace, SE Harrington, RW Klein - Journal of Risk and Insurance, 1998 - go.gale.com
The probability of accurately determining weak insurers was studied using ratios based on
risk-based capital (RBC) standards and the Financial Analysis Tracking System (FAST) …

Risk-based capital and solvency screening in property-liability insurance: Hypotheses and empirical tests

MF Grace, SE Harrington… - Journal of Risk and …, 1998 - search.proquest.com
For a fixed probability of wrongly classifying a strong insurer as being weak, this paper
examines the classification power for 2 potential solvency detection methods. The first is to …

Risk-Based Capital and Solvency Screening in Property-Liability Insurance: Hypotheses and Empirical Tests.

MF Grace, SE Harrington - Journal of Risk & Insurance, 1998 - search.ebscohost.com
Compares the power of Financial Analysis Tracking System (FAST) and risk-based capital
(RBC) to identify financially weak insurers. Comparison of the power of FAST scores and …