5 research outputs found
APRA's Expert Judgment Ratings and Solvency Cover of Australian General Insurers
The Australian Prudential Regulation Authority's (APRA's) supervisors use expert judgment to rate the risk of failure of general insurers (GIs). Using statistical data, we model the determinants of GI ratings and solvency cover and find: (1) sufficient predictive power in statistical data to identify GIs for earlier review and assist in quality assurance of APRA's ratings and (2) that profitability, solvency cover, investment, and underwriting risk play different roles in rating foreign branch and Australian-incorporated GIs. We conclude that supervisors generally correctly incorporate our "a priori" expectations of the effects of risk indicators on GI risk into their ratings. Copyright (c) The Journal of Risk and Insurance, 2008.
Deriving disease modules from the compressed transcriptional space embedded in a deep autoencoder
Endothelial function does not improve with high-intensity continuous exercise training in SHR: implications of eNOS uncoupling
International audienc