자동차보험 손해율에 관한 시계열 분석 = Time series analysis for Loss Ratios of Automobile Insurance

참고문헌 (Reference)

1 황선영, "손해보험 지급여력기준비율의 통계학적 적정성" 58 : 2001

2 Daniel Gogol, "Using expected loss ratios in reserving" me 12 :

3 Cummins, "The performance of alternative models for forecasting automobile insurance paid claim costs" 91-106, 1980

4 and Pagan, "The Lagrange Multiplier test and its application to model specification in econometrics Review of Economic Studies 47" 1980

5 Starks, "The Journal of Risk and Insurance" 426-442, 1992

6 Werner H, "Ordering of risks through loss ratios" me 11 me 11 :

7 Bohn, "Nonparametric two-sample procedures for ranked-set samples data Journal of the American Statistical Association 87" 1992

8 Cummins, "International Journal of Forecasting" 203-215, 1985

9 and A, "Efficient Tests for Normality Homoskedasticity and Serial Independence of Regression Residuals" 1980

10 Dickey, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root' Journal of the American Statistical Association 74 Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root" eco (eco): 19791981

11 Lemaire, "Claims provisions in liability insurance Jour of Forecasting 1" 303-318, 1984

12 Engle, "Autoregressive Conditional Heteroskedasticity with Estimates of the Variance of U Stock Market Volatility and the Crash of 1987 Review of Financial Studies 3" eco (eco): 987-1008, 19821990

13 Astin bulletin vol 21, "A Mixed Model for Loss Ratio Analysis" 1991