Liberty Mutual, November 2021

- Avoid Arbitrary Assumptions!
- The wisdom of Adam Smith
- Three market actors
- Problems with additive pricing functionals
- Buyer motivation and bid-ask spreads
- Insurers as transformers and intermediaries
- Working with Bernoulli risks
- Distortions and spreads
- Adding up to price realistic risks
- The problems with capital allocation
- Marginal and risk decomposition are the same (Delbaenâ€™s theorem)
- The problems caused by limited liability

posted 2021-11-15 | tags: presentations, pricing, insurance, risk

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