Bruneau, Catherine; Sghaier, Nadia - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2008
This paper provides an empirical analysis of the presence and determinants of the underwriting cycle in non-life insurance for France for the industry and for two individual lines which one long and one short for the period 1963-2004 and 1982-2004. First, the estimation of the AR(2) process of...