CAS最新公佈關於Ratemaking的文章匯集
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........................................................................................................................................................... 11
KEY CONCEPTS IN CHAPTER 1 ......................................................................................................................... 12
CHAPTER 2: RATING MANUALS ...................................................................................................................... 13
RULES ................................................................................................................................................................... 13
RATE PAGES ........................................................................................................................................................ 14
RATING ALGORITHMS ...................................................................................................................................... 15
UNDERWRITING GUIDELINES ......................................................................................................................... 16
HOMEOWNERS RATING MANUAL EXAMPLE ............................................................................................... 17
MEDICAL MALPRACTICE RATING MANUAL EXAMPLE ............................................................................ 23
U.S. WORKERS COMPENSATION RATING MANUAL EXAMPLE ............................................................... 29
SUMMARY ........................................................................................................................................................... 34
KEY CONCEPTS IN CHAPTER 2 ......................................................................................................................... 35
CHAPTER 3: RATEMAKING DATA ................................................................................................................... 36
INTERNAL DATA ................................................................................................................................................ 36
DATA AGGREGATION ....................................................................................................................................... 42
EXTERNAL DATA ............................................................................................................................................... 44
SUMMARY ........................................................................................................................................................... 47
KEY CONCEPTS IN CHAPTER 3 ......................................................................................................................... 48
CHAPTER 4: EXPOSURES .................................................................................................................................. 49
CRITERIA FOR EXPOSURE BASES ................................................................................................................... 49
EXPOSURES FOR LARGE COMMERCIAL RISKS ............................................................................................ 51
AGGREGATION OF EXPOSURES ...................................................................................................................... 51
EXPOSURE TREND ............................................................................................................................................. 60
SUMMARY ........................................................................................................................................................... 61
KEY CONCEPTS IN CHAPTER 4 ......................................................................................................................... 62
CHAPTER 5: PREMIUM ...................................................................................................................................... 63
PREMIUM AGGREGATION ............................................................................................................................... 63
ADJUSTMENTS TO PREMIUM ........................................................................................................................... 70
SUMMARY ........................................................................................................................................................... 86
KEY CONCEPTS IN CHAPTER 5 ......................................................................................................................... 88
CHAPTER 6: LOSSES AND LAE.......................................................................................................................... 89
viii
LOSS DEFINITIONS ............................................................................................................................................ 89
LOSS DATA AGGREGATION METHODS ......................................................................................................... 90
COMMON RATIOS INVOLVING LOSS STATISTICS ....................................................................................... 92
ADJUSTMENTS TO LOSSES ............................................................................................................................... 93
LOSS ADJUSTMENT EXPENSES ...................................................................................................................... 118
SUMMARY ......................................................................................................................................................... 119
KEY CONCEPTS IN CHAPTER 6 ....................................................................................................................... 121
CHAPTER 7: OTHER EXPENSES AND PROFIT ............................................................................................ 122
SIMPLE EXAMPLE ............................................................................................................................................ 122
UNDERWRITING EXPENSE CATEGORIES .................................................................................................... 123
ALL VARIABLE EXPENSE METHOD .............................................................................................................. 124
PREMIUM-BASED PROJECTION METHOD ................................................................................................... 127
EXPOSURE/POLICY-BASED PROJECTION METHOD .................................................................................. 130
TRENDING EXPENSES ..................................................................................................................................... 132
REINSURANCE COSTS ..................................................................................................................................... 134
UNDERWRITING PROFIT PROVISION ........................................................................................................... 134
PERMISSIBLE LOSS RATIOS ............................................................................................................................ 136
SUMMARY ......................................................................................................................................................... 136
KEY CONCEPTS IN CHAPTER 7 ....................................................................................................................... 137
CHAPTER 8: OVERALL INDICATION ............................................................................................................ 138
PURE PREMIUM METHOD ............................................................................................................................... 138
LOSS RATIO METHOD ..................................................................................................................................... 140
LOSS RATIO VERSUS PURE PREMIUM METHODS ...................................................................................... 142
SUMMARY ......................................................................................................................................................... 144
...
COORDINATING POLICIES .............................................................................................................................. 311
SUMMARY ......................................................................................................................................................... 314
KEY CONCEPTS IN CHAPTER 16 ..................................................................................................................... 315
BIBLIOGRAPHY ................................................................................................................................................... 316
APPENDIX A: AUTO INDICATION ................................................................................................................. A-1
APPENDIX B: HOMEOWNERS INDICATION ................................................................................................ B-1
APPENDIX C: MEDICAL MALPRACTICE INDICATION .......................................................................... C-1
APPENDIX D: WORKERS COMPENSATION INDICATION ...................................................................... D-1
APPENDIX E: UNIVARIATE CLASSIFICATION EXAMPLE ...................................................................... E-1
APPENDIX F: MULTIVARIATE CLASSIFICATION EXAMPLE ................................................................ F-1