Variance inflation factors for the variables included in the Z-score regressions
| Variable | VIF |
|---|---|
| Industry concentration | 6.010 |
| Year 2016 | 3.870 |
| Year 2017 | 3.200 |
| Capitalization | 3.010 |
| Size | 2.480 |
| Life insurance | 2.070 |
| Long-tailed business | 1.830 |
| Year 2015 | 1.740 |
| Year 2011 | 1.560 |
| Year 2012 | 1.370 |
| Year 2014 | 1.360 |
| Underwriting risk | 1.230 |
| Mutual | 1.200 |
| Reinsurance | 1.170 |
| Portfolio risk | 1.150 |
| Profitability | 1.110 |
| Mean VIF | 2.150 |
| Variable | VIF |
|---|---|
| Industry concentration | 6.010 |
| Year 2016 | 3.870 |
| Year 2017 | 3.200 |
| Capitalization | 3.010 |
| Size | 2.480 |
| Life insurance | 2.070 |
| Long-tailed business | 1.830 |
| Year 2015 | 1.740 |
| Year 2011 | 1.560 |
| Year 2012 | 1.370 |
| Year 2014 | 1.360 |
| Underwriting risk | 1.230 |
| Mutual | 1.200 |
| Reinsurance | 1.170 |
| Portfolio risk | 1.150 |
| Profitability | 1.110 |
Note(s): This table reports the variance inflation factors (VIFs) for the variables included in the Z-score regressions presented in Table 6. See Table 2 for a description of the variables
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