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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.




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