Abstract
This discussion will present some of the mathematical aspects of the effect of dispersion of loss development on excess ratios. It will be shown how the formulas developed in "Retrospective Rating: 1997 Excess Loss Factors" fit into this more general mathematical framework.
Volume
LXXXV
Page
316-344
Year
1998
Syllabus year
2010
Syllabus exam
9
Categories
Actuarial Applications and Methodologies
Ratemaking
Increased Limits
Actuarial Applications and Methodologies
Ratemaking
Retrospective Rating
Business Areas
Workers Compensation
Publications
Proceedings of the Casualty Actuarial Society
