Abstract
The paper analyses methods for evaluation of underwriting cycle’s length and their usage in the developed decision support system for formation of effective insurance company strategy. Baxter and King along with symmetric and asymmetric Cristiano and Fitzgerald band-pass filters are applied to ex- tract medium-term cyclical component in loss ratio time series of property, CTP, and property and liabil- ity insurance. Then, using second order autoregression model we get real underwriting cycle’s length.
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