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Expected loss ratio 80 - PowerPoint PPT Presentation

Finite Reinsurance Reserving

Finite Reinsurance Reserving. Nick Giuntini, FCAS, MAAA CLRS, September 2003. General Approach. Generally Reserved on an Individual Contract Basis Lack of Homogeneity LPTs, Agg XOLs, Q/Ss Varied Terms Varied Underlying Often Large Contracts Underlying Exposure and Deal Modeling

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Expected loss ratio 80 - PowerPoint PPT Presentation

Finite Reinsurance Reserving