An Empirical Research on the Relationship between Property Insurance Premiums and Macroeconomic Variables Based on ARDL Model
Given that most of property insurance policies are one-year contracts and have a high renewal, this paper establishes Auto-regressive Distributed Lag Model (ARDL) which considers adding lags of the dependent variable and/or lags of some independent variables. Based on the data of Insurance Premiums...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2014-09-01
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| Series: | Journal of Risk Analysis and Crisis Response (JRACR) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/14334.pdf |