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CAS Ratemaking Seminar March 2005 INT-6 Introduction to Profit Provision Calculations

CAS Ratemaking Seminar March 2005 INT-6 Introduction to Profit Provision Calculations. Ira Robbin, PhD Partner Re. The purpose of this session is to educate actuaries in various methods used to compute the underwriting profit provision.

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591 views • 45 slides

CAS Ratemaking Seminar March 2004 INT-7 Introduction to Profit Provision Calculations

CAS Ratemaking Seminar March 2004 INT-7 Introduction to Profit Provision Calculations. Ira Robbin, PhD Partner Re. The purpose of this session is to educate actuaries in various methods used to compute the underwriting profit provision.

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523 views • 42 slides

Stochastic Excess-of-Loss Pricing within a Financial Framework

Stochastic Excess-of-Loss Pricing within a Financial Framework. CAS 2005 Reinsurance Seminar Doris Schirmacher Ernesto Schirmacher Neeza Thandi. Agenda. Extreme Value Theory Central Limit Theorem Two Extreme Value Theorems Peaks Over Threshold Method Application to Reinsurance Pricing

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402 views • 25 slides

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Equity flow - PowerPoint PPT Presentation

CAS Ratemaking Seminar March 2005 INT-6 Introduction to Profit Provision Calculations

CAS Ratemaking Seminar March 2004 INT-7 Introduction to Profit Provision Calculations

Stochastic Excess-of-Loss Pricing within a Financial Framework