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How DFA Can Help the Property/Casualty Industry, Part 4
Hurricanes Katrina, Rita, Wilma...
Catastrophes: Models and Reserving
Risk Measures
Reinsurer Results:
Catastrophe and Strengthening
Hurricanes: 2003 and 2004 Results, Clustering and TransitioninG
Brushfire and Fire Following Exposures
Tsunami Exposure Worldwide and U.S.
Wind and Hail: Relative Hazard Levels
Cat Modeling Class
Introduction to Reinsurance
Holborn Technical Seminar
Catastrophe, Injury, and Insurance
Review of Myers & Read ARIA Paper
A Perfectly Ordinary Tuesday Morning
This is Not Your Father’s Cat Model
Global Warming and Increased Catastrophes?
Reinsurer Risk Loads from Marginal Surplus Requirements, PCAS LXXVII
Reinsurance Markets
Risk Transfer Assessment
Introduction to Asset Returns and Risks
CAS Call Paper Panel
Ceded Reinsurance Issues in DFA
Catastrophe Reinsurance Simulation Game
Reinsurance by any other name
Clash Pricing
ALLOCATION OF SURPLUS FOR A MULTI-LINE INSURER
Optimization to Improve Business Performance
 

 

 
June 15-16, 2000
Paul Kneuer
Research Corner
 
Page: 1 2 3 4

Uses:

Faster, cheaper cat model results for companies or portfolios.

A second opinion that uses a different conceptual framework.

A second opinion that uses different input data.

Easier adjustments to answers from other models:

  • Fire following

  • Demand surge

  • M&A

  • Marketing “What if’s”

The Holborn Model

Available for download free this summer

Based on PCS history

State level HO premium as input

Tornado / Hail only

Several thousand times faster

Suggestions and comments welcome

More to come!

Illustration of GPD: PCS Tornado Losses

Your Father’s CAT Model

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