{"id":"https://openalex.org/W1990998060","doi":"https://doi.org/10.2307/253594","title":"A By-Line Cointegration Analysis of Underwriting Margins and Interest Rates in the Property-Liability Insurance Industry","display_name":"A By-Line Cointegration Analysis of Underwriting Margins and Interest Rates in the Property-Liability Insurance Industry","publication_year":1995,"publication_date":"1995-12-01","ids":{"openalex":"https://openalex.org/W1990998060","doi":"https://doi.org/10.2307/253594","mag":"1990998060"},"language":"en","primary_location":{"id":"doi:10.2307/253594","doi":"https://doi.org/10.2307/253594","is_oa":false,"landing_page_url":"https://doi.org/10.2307/253594","pdf_url":null,"source":{"id":"https://openalex.org/S116483603","display_name":"Journal of Risk & Insurance","issn_l":"0022-4367","issn":["0022-4367","1539-6975"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-2","jufo-2","norway-1","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Risk and Insurance","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5010870261","display_name":"Joseph D. Haley","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Joseph D. Haley","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5010870261"],"corresponding_institution_ids":[],"apc_list":{"value":3400,"currency":"USD","value_usd":3400},"apc_paid":null,"fwci":1.1505,"has_fulltext":false,"cited_by_count":38,"citation_normalized_percentile":{"value":0.82853678,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":87,"max":97},"biblio":{"volume":"62","issue":"4","first_page":"755","last_page":"755"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9926999807357788,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.00139999995008111,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/interest-rates","display_name":"interest rates","score":0.9869999885559082},{"id":"https://openalex.org/keywords/property-liability-insurance","display_name":"property-liability insurance","score":0.949999988079071},{"id":"https://openalex.org/keywords/cointegration","display_name":"cointegration","score":0.8309999704360962},{"id":"https://openalex.org/keywords/insurance-pricing","display_name":"insurance pricing","score":0.5889999866485596},{"id":"https://openalex.org/keywords/interest-rate-risk","display_name":"interest rate risk","score":0.4099999964237213}],"concepts":[{"id":"https://openalex.org/C26503482","wikidata":"https://www.wikidata.org/wiki/Q1898080","display_name":"Underwriting","level":2,"score":0.8926907777786255},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.707148015499115},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5437047481536865},{"id":"https://openalex.org/C2777834853","wikidata":"https://www.wikidata.org/wiki/Q96776939","display_name":"Liability","level":2,"score":0.49812841415405273},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.48342740535736084},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.42614808678627014},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4144800901412964},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.26580381393432617},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2227812111377716},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2307/253594","doi":"https://doi.org/10.2307/253594","is_oa":false,"landing_page_url":"https://doi.org/10.2307/253594","pdf_url":null,"source":{"id":"https://openalex.org/S116483603","display_name":"Journal of Risk & Insurance","issn_l":"0022-4367","issn":["0022-4367","1539-6975"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-2","jufo-2","norway-1","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320595","host_organization_name":"Wiley","host_organization_lineage":["https://openalex.org/P4310320595"],"host_organization_lineage_names":["Wiley"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Journal of Risk and Insurance","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1587141723","https://openalex.org/W1989188582","https://openalex.org/W2004017348","https://openalex.org/W2019459021","https://openalex.org/W2027431405","https://openalex.org/W2032256192","https://openalex.org/W2049287603","https://openalex.org/W2053618259","https://openalex.org/W2065560937","https://openalex.org/W2096629519","https://openalex.org/W2153562738","https://openalex.org/W2167555731","https://openalex.org/W2330638201","https://openalex.org/W2335559751"],"related_works":["https://openalex.org/W2331280068","https://openalex.org/W1591043448","https://openalex.org/W651802318","https://openalex.org/W2331920264","https://openalex.org/W2564687229","https://openalex.org/W560831486","https://openalex.org/W2112633247","https://openalex.org/W4200628053","https://openalex.org/W2065560937","https://openalex.org/W4386941180"],"abstract_inverted_index":{"Joseph":[0],"D.":[1],"Haley,":[2],"A":[3],"By-Line":[4],"Cointegration":[5],"Analysis":[6],"of":[7,20],"Underwriting":[8],"Margins":[9],"and":[10,22],"Interest":[11],"Rates":[12],"in":[13],"the":[14],"Property-Liability":[15],"Insurance":[16],"Industry,":[17],"The":[18],"Journal":[19],"Risk":[21],"Insurance,":[23],"Vol.":[24],"62,":[25],"No.":[26],"4":[27],"(Dec.,":[28],"1995),":[29],"pp.":[30],"755-763":[31]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":1},{"year":2014,"cited_by_count":3},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}
