English, Article, Journal or magazine article edition: Statistical Early Warning Model of Financial Distress in Australian General Insurance Ian G. Sharpe; Andrei Stadnik

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Bookmark: http://trove.nla.gov.au/version/142
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Statistical Early Warning Model of Financial Distress in Australian General Insurance
Author
  • Ian G. Sharpe
  • Andrei Stadnik
Physical Description
  • preprint
Notes
  • We develop and test a statistical early warning model to identify Australian general insurers experiencing deteriorating financial health over the 1999?2001 period. Using a logit model and two measures of financial distress we are able to predict, with reasonable confidence, the insurers more likely to be distressed. They are generally small and have low return on assets and cession ratios. Relative to holdings of liquid assets they have high levels of property and reinsurance assets, and low levels of equity holdings. They also write more overseas business, and less motor insurance and long-tailed insurance lines, relative to fire and household insurance.
  • RePEc:apr:aprewp:wp2006-01
Language
  • English
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