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Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach - MaRDI portal

Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach (Q4567956)

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scientific article; zbMATH DE number 6892006
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Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach
scientific article; zbMATH DE number 6892006

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    Cash Flow Risk Management in the Property/Liability Insurance Industry: A Dynamic Factor Modeling Approach (English)
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    20 June 2018
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    cash flow risk management
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    property/liability insurance industry
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    dynamic factor model
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    factor-augmented autoregressive model
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    principal component analysis
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