Abstract
The purpose of this note is to point out the connections between the Marginal Surplus and Competitive Market Equilibrium approaches to calculating risk loads and to show that these methods incorporate and unify several other conceptual approaches to risk loading.
Keywords: Profit Factor, Rate of Return, Risk
Volume
Spring
Page
31-44
Year
1992
Categories
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Required Profit
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
ROE
Actuarial Applications and Methodologies
Valuation
ROE
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Systematic Risk Models
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Traditional Risk Load (Profit Margin);
Publications
Casualty Actuarial Society E-Forum
