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