'Allocated capital' diaporamas de présentation

570 views • 43 slides

432 views • 43 slides

Catastrophe Modeling from the Reinsurance Perspective

Catastrophe Modeling from the Reinsurance Perspective. Jim Maher, FCAS MAAA Platinum Re. Catastrophe Models. Strengths Weaknesses Potential for misuse Cat Models and Portfolio Management. Cat Model Strengths. Event Set Framework Powerful tool for portfolio management Detailed models

362 views • 24 slides

Risk Measures

Risk Measures. CARE Meeting Hamilton, Bermuda June 6-7, 2005. Paul Kneuer, FCAS MAAA, Holborn Corporation Susan Patschak, FCAS MAAA, Endurance Specialty. Risk Measures. Why do different reinsurers often make different decisions when it comes to pricing the same risk?

310 views • 17 slides

DFA Applications in Profit and Capital Allocation

DFA Applications in Profit and Capital Allocation. Presented at the Casualty Actuarial Society 2000 Ratemaking Seminar San Diego. Panelists & Topics. Chuck Emma ( Miller, Herbers, Lehmann, & Associates, Inc.) Profitability and Capital Allocation Overview

163 views • 16 slides