Recent market posts

Equilibrium Risk Pools

2020-10-21 | risk, pricing, market, equilibrium, presentations

This research investigates equilibrium risk pools in a market with risk-based solvency regulation and costly capital. It considers a market with two classes of risk, each having

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When Is Premium Riskier Than Loss

2022-01-28 | insurance, market, market cycle, pricing

An analysis of US statutory insurance data since 1992 shows that premium is more uncertain and harder to forecast than loss for several casualty lines! Property lines have

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