Usage of time series models in assessing the value of demand in the insurance market

  • Abstract
  • Keywords
  • References
  • PDF
  • Abstract

    Insurance can affect savings and investment as insurance and reinsurance companies are among the most important financial institutions in the country's economy. The researcher will analyze, based on the partial auto correlation function and experimenting with several models of auto regression and moving averages, and testing the most appropriate model to describe the quarterly data on the number of polices.

  • Keywords

    Time Series; Auto Regressive Model; Moving Averages Model; Auto Regressive and Moving Averages Model; Auto Regressive Integrated Moving Averages Model

  • References

      [1] Annual Statistical Book - Egyptian Insurance Supervisory Authority, (2018), Vol. 64, No. 4.

      [2] Browne, Mark J., Jae Wook Chung, and Edward W. Frees (2000), “International Property-Liability Insurance Consumption”, Journal of Risk and Insurance, vol. (67): 73-90.

      [3] Egyptian Organization for Insurance Control, Statistical Yearbook, (2018), Vol. 53, No. 3.

      [4] Galal Abdel Halim Harbi, Rabie Amer (1990), "Life Insurance and Competitiveness of Other Savings Instruments - Statistical Analysis" Journal of Accounting, Management and Insurance, Faculty of Commerce - Cairo University, p.

      [5] Gamal Sayed Abdul Aziz (2002), "Financial Institutions in the Internet Age: The Academic Framework - Scientific Developments and Practices", Conference on Competitive Advantages of Insurance Companies and Internet Banks under the New Economy, Center for Research and Commercial Studies, Faculty of Commerce, Cairo University

      [6] Hoyt, R. and H. Kang (2000), “On the demand for corporate property insurance”, Journal of Risk and Insurance, vol. (67): 91-107.

      [7] James Patrick (1965), "Sales Forecasting Techniques Used by Selected Life Insurance Companies", Journal of Risk and Insurance, Vol.32, No.1.

      [8] Mohamed Tawfik Al-Bolkini (2004) - Principal Investigator of "Estimating the Effective Demand of the Egyptian Insurance Market in the Field of Insurance of Persons and Property" - Research published in the Academy of Scientific Research.

      [9] Pablo Alonso and Irene Albarran Lozano (2016), "Modeling the Influence of the Purchasing Power Standard on the Insurance Policies Underwriting", University of Extremadura, Spain, available at:

      [10] R. Narasimham (2010), "The Demographic trends Implications for Life Insurance in Asia-pacific", The Australian APEC Study Center, Melbourne, available at: www. Opec –finsecreg .org.




Article ID: 28302
DOI: 10.14419/ijasp.v7i1.28302

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