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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
2003 Hurricanes: Isabel
2004 Hurricanes:
Charley, Frances, Ivan, and Jeanne
Evaluating Model Performance
Claims Data Initiative
Demand Surge and Non-Modeled Losses
Clustering and Seasonal Deductibles
A Look Ahead
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

 

 
May 12-13, 2005
Laurie A. Johnson
2005 Client Technical Seminar

Post-2004 Hurricane Season Claims Data Initiative

An Extraordinary Learning Opportunity

Claims Data Initiative Status

31 companies committed

  • 20 data sets in house

~60% of the estimated gross loss committed

  • $5 billion in loss in house

Good representation of various market sectors

Currently analyzing ~150,000 claims

  • Primarily personal lines claims data sets retrieved to date

  • Commercial lines data sets beginning to flow in now, but will primarily take place from May – July

Empirical Calibration Opportunity – Pre-2004 View

Empirical Calibration Opportunity – Post-2004