Abstract
Yet another fine paper by Glenn Meyers will appear in PCAS 1991. In it Glenn derives a formula for risk loadings per (expected) occurrence; the risk loading R is proportional to the (partial) derivitative of the Variance with respect to the number of occurrences "n".
Reinsurance Research - Risk Loads/Profitability
Volume
Summer
Page
225-228
Year
1993
Categories
Actuarial Applications and Methodologies
Ratemaking
Increased Limits
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Traditional Risk Load (Profit Margin);
Business Areas
Reinsurance
Publications
Casualty Actuarial Society E-Forum
