Actuarial Considerations Regarding Risk and Return In Property-Casualty Insurance Pricing

Abstract
Preface

by Oakley E. Van Slyke

1. The Legal Perspective: Appropriate Profit Margins in Property & Casualty Insurance Rates

Judith Mintel

2. Fundamental Building Blocks of Insurance Profitability Measurement

Russell E. Bingham

3. Introduction to the Discounted Cash Flow Approach

Stephen P. D'Arcy, FCAS

4. Cash Flow Models In Ratemaking: A Reformulation Of Myers-Cohn
NPV and IRR Models For Equivalency

Russell E. Bingham

5. Rate of Return

Frank D. Pierson, FCAS

6. Investment-Equivalent Reinsurance Pricing

Rodney Kreps, FCAS, MAAA, PhD

7. Theoretical Premiums For Property and Casualty Insurance
Coverage-A Risk-Sensitive, Total Return Approach

Ira Robbin

8. Insurance Profitability

Charles L. McClenahan, FCAS, ASA, MAAA

9. The Confirmed Operating Return Approach

Judith Mintel

10. The Profit Provision

Charles F. Toney II, FCAS

11. The Cost of Capital: An Axiomatic Approach

Oakley E. Van Slyke, FCAS, ASA, MAAA

Appendix 1

Appendix 2

Bibliography

Page
1-179
Year
1999
Publications
Actuarial Considerations Regarding Risk and Return in Property-Casualty Insurance Pricing
Authors
Oakley E Van Slyke