# Recent R posts

### Reinsurance Literature Review

2022-05-11 | risk, reinsurance, optimization

Catastrophe reinsurance provides insurance companies protection against excessive losses caused by catastrophes such as hurricanes, earthquakes, severe convective storms, flood, and winter freeze. Such protection is desired both to

### Risk and Return

2022-02-20 | insurance, risk, return, principal agent problem, non, additive probability

There are no universally true statements about risk.

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2022-03-01 | risk, insurance

Evan Greeberg, Chubb Q4-2021 In my judgment, the calendar year or published combined ratio is the primary measure of underwriting performance that investors and management should focus on, because natural

### Non Bayesian Risk

2022-03-07 | pricing, insurance, risk, underwriting

Distortion risk measures When can a risk preference be represented by a certain functional form? EU, SEU, CEU, Savage etc.

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2022-03-01 | risk, prudence, temperance

Eeckhoudt and Schlesinger (2006) Eeckhoudt and Schlesinger (2006) Equal probability lotteries $$[a, b]$$ describe outcomes $$a$$ and $$b$$, which can be fixed or random.

### The Cost of Goods Sold

2022-02-25 | presentations, insurance, risk, pricing

John Major and Stephen Mildenhall, CARe Meeting, June 9, 2021

### Towards the Quantitative Analysis of Quantitative Factors

2022-02-28 | pricing, insurance, risk, underwriting

Broad buckets of risk process risk; param risk; winner’s curse; PAT; ambiguity; morale hazard; info asymmetry

### Effective Python R Style Regression

2022-02-09 | R, regression, Python, Effective Python, matplotlib, statsmodels

I use R, but I love Python. However, let’s face it, basic linear regression in R is very straightforward. A few clear and intuitive lines of R code

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Introduction There is a synergistic relationship between business, analytics, and technology (the BAT triangle) that applies to all business, but is particularly powerful in the case of a

### Charging for Diversifiable Risk and Proud to Do It

2020-09-24 | capital allocation, risk, pricing, insurance, presentations

John Major and Stephen Mildenhall, CAS Webinar, September 24, 2020.

### How to Allocate Capital if You Really Must

2020-05-13 | capital allocation, risk, pricing, insurance, presentations

John Major and Stephen Mildenhall, CAS Spring Meeting, May 13, 2020

### Spectral Risk Measures and Applications in Insurance ERM

2020-03-25 | capital allocation, risk, pricing, insurance, ERM, presentations

John Major and Stephen Mildenhall, ASTIN Special Interest Webinar, March 25, 2020