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.
2022-02-25 | presentations, insurance, risk, pricing
John Major and Stephen Mildenhall, CARe Meeting, June 9, 2021
2022-02-28 | pricing, insurance, risk, underwriting
Broad buckets of risk process risk; param risk; winner’s curse; PAT; ambiguity; morale hazard; info asymmetry
2020-09-24 | capital allocation, risk, pricing, insurance, presentations
John Major and Stephen Mildenhall, CAS Webinar, September 24, 2020.
2020-05-13 | capital allocation, risk, pricing, insurance, presentations
John Major and Stephen Mildenhall, CAS Spring Meeting, May 13, 2020
2020-03-25 | capital allocation, risk, pricing, insurance, ERM, presentations
John Major and Stephen Mildenhall, ASTIN Special Interest Webinar, March 25, 2020
2021-11-15 | presentations, pricing, insurance, risk
Liberty Mutual, November 2021 Slides Avoid Arbitrary Assumptions! The wisdom of Adam Smith Three market actors Problems with additive pricing functionals Buyer motivation and bid-ask spreads Insurers as
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
2021-11-30 | insurance, risk, pricing, presentations
Premium to GDP Ratio: 1968 Watershed
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