Stephen J. Mildenhall - Pricing Insurance Risk

7 Chapter 9Table 9.1 Classical PCPs applied to...Table 9.2 Classical pricing by method...Table 9.3 Sum of parts (SoP)...Table 9.4 Implied loss ratios from...Table 9.5 Classical pricing by method...Table 9.6 Sum of parts (SoP) stand...Table 9.7 Implied loss ratios from...Table 9.8 Classical pricing by method...Table 9.9 Sum of parts (SoP) stand...Table 9.10 Implied loss ratios from...Table 9.11 Comparison of stand...Table 9.12 Constant CoC pricing by...Table 9.13 Constant CoC pricing by unit...Table 9.14 Constant CoC pricing...Table 9.15 Natural scale of the market...Table 9.16 Option values of insurance...

8 Chapter 10Table 10.1 Summary of pricing functions...Table 10.2 Insurance market statistics...Table 10.3 Solution to Exercise 142.

9 Chapter 11Table 11.1 Simple Discrete Example...Table 11.2 Simple Discrete Example...Table 11.3 Simple Discrete Example with nine...Table 11.4 Example risk measure calculations...Table 11.5 Parameters for the six SRMs...Table 11.6 Specification of a PWL...Table 11.7 Pricing by unit and distortion...Table 11.8 Pricing by unit and distortion...Table 11.9 Pricing by unit and distortion...Table 11.10 Control variables with expected...Table 11.11 Summary of regressions, with...

10 Chapter 12Table 12.1 Solution to Exercise 203.Table 12.2 Common allocation methods...Table 12.3 Solution to Exercise 207...Table 12.4 Solution to Exercise 210.

11 Chapter 13Table 13.1 Comparison of gross...Table 13.2 Constant 0.10 ROE pricing...Table 13.3 Constant 0.10 ROE pricing...Table 13.4 Constant 0.10 ROE pricing for...Table 13.5 Allocation of classical PCPs.

12 Chapter 14Table 14.1 Joint distribution for...Table 14.2 Four extreme contact functions...Table 14.3 Assumptions and results for...Table 14.4 All the different ways of computing...Table 14.5 Example showing the...

13 Chapter 15Table 15.1 Simulation output.Table 15.2 Sorted events.Table 15.3 Grouped events.Table 15.4 Grouped events with distorted...Table 15.5 Ungrouped events with...Table 15.6 Alternative order of ungrouped...Table 15.7 Solution to Exercise 261.Table 15.10 Simple example with assets...Table 15.11 Computation of kernel smoothed...Table 15.12 Simple example showing...Table 15.13 Simple example showing...Table 15.14 Simple example with...Table 15.15 Simple example with capital...Table 15.16 Joint outcomes and probabilities.Table 15.17 Joint outcomes with unique...Table 15.18 Calculation of premium and lifted...Table 15.19 Calculation of premium and...Table 15.20 Comparison of lifted and...Table 15.21 Various ways of computing expected...Table 15.21 Bodoff’s Thought Experiment Table 15.22 Bodoff’s Thought Experiment 1 ,...Table 15.23 Bodoff’s Thought Experiment 1 ...Table 15.24 Bodoff’s Thought Experiment ...Table 15.25 Bodoff’s Thought Experiment 1 ,...Table 15.26 Bodoff’s Thought Experiment 1 ,...Table 15.27 Bodoff’s Thought Experiment 1 ,...Table 15.28 Bodoff’s Thought Experiment 1 ,...Table 15.29 Bodoff’s Thought Experiment 1 ,...Table 15.30 Bodoff’s Thought Experiment 1 ,...Table 15.31 Bodoff’s Thought Experiment 1 ,...Table 15.32 Proportional hazard PLC...Table 15.33 Wang Transform PLC and...Table 15.34 The linear natural allocations...Table 15.35 Constant 0.10 ROE pricing for...Table 15.36 Constant 0.10 ROE pricing...Table 15.37 Constant 0.10 ROE pricing...Table 15.38 Tame Case Study percentile layer...Table 15.39 Cat/Non-Cat Case Study percentile...Table 15.40 Hu/SCS Case Study percentile...

14 Chapter 16Table 16.1 Probabilities and outcomes...Table 16.2 The fair market value of...

15 Chapter 17Table 17.1 Array of incremental claim...Table 17.2 Timeline of random...Table 17.3 Expected incremental and...Table 17.4 Expected evolution for the...Table 17.5 One sample path evolution...Table 17.6 Timeline of liability random...Table 17.7 steady state financials for...Table 17.8 Premiums (for d = 0, market...Table 17.9 Expected evolution for the Wang...Table 17.10 Solution to Exercise 290.Table 17.11 Solution to Exercise 291.Table 17.12 Expected evolution for the...

16 Chapter 18Table 18.1. Outcomes and financials for...Table 18.2. Alternatives affecting franchise...

17 Chapter 19Table 19.1. Outcomes and financials for...Table 19.2. Outcomes and financials for simple...

1 Cover

2 Title page

3 Copyright

4 Dedication

5 Table of Contents

6 Preface

7 Begin Reading

8 Appendix A

9 Appendix B

10 References

11 Index

12 End User License Agreement

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