log inhelp

 | 

  • If you are citizen of an European Union member nation, you may not use this service unless you are at least 16 years old.

  • You already know Dokkio is an AI-powered assistant to organize & manage your digital files & messages. Very soon, Dokkio will support Outlook as well as One Drive. Check it out today!

View
 

UsCasualtyPricing

Page history last edited by PBworks 18 years, 1 month ago

---

 

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

 

Add your comments here

Comments (0)

You don't have permission to comment on this page.

Printable version