Financial Pricing Models for Property-Casualty Insurance Products: Implementation and Presentation

Abstract
This paper deals with implementation of a return on capital pricing model and with the presentation of pricing indications to insurance practitioners. The pricing model itself is documented in the companion papers in this series.
Volume
Fall
Page
515-536
Year
2003
Categories
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Analysis of Sources of Income
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Investment Income
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Required Profit
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
IRR
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
ROE
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Traditional Risk Load (Profit Margin);
Publications
Casualty Actuarial Society E-Forum
Authors
Sholom Feldblum
Neeza Thandi