Abstract
Mr. Feldblum has written a very interesting paper on the subject of risk loads. I am happy to see more written on this subject. His paper concentrates on risk load in the context of pricing. Because I believe that the risk load in pricing is inextricably linked to the risk margins in reserving, this paper will also add to the literature on that important subject.
Profit Factor/Rate of Return/Risk
Volume
LXXVIII
Page
56-63
Year
1991
Categories
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Required Profit
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
Proceedings of the Casualty Actuarial Society
