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UsCasualtyPricing

Page history last edited by PBworks 15 years, 1 month ago

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US Casualty Excess of Loss Reinsurance Pricing (Methods currently available)

Summary of topic

 

This page discusses methods currently available on pricing the US Casualty Excess of Loss Reinsurance Line of Business. It could be useful to actuaries especially for those working in London Market.

 

Those working on the topic

 

Sie Lau - sie.lau@gerling.co.uk


 

Getting started

 

Increased Limits Factor is a commonly used method in estimating the expected cost at upper layers. The presentation IL Ratemaking 2006 Presentation 3-10-06 FINAL.pdf gives a good introduction to this.

 

Our findings to date

 

Will update with more methods and papers soon. If you would like to comment please update this wiki page in the comments section; if appropriate these will be merged in with the main text in due course.


 

Comments

 

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