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  • An Actuarial Approach to Property Catastrophe Cover Rating
    are studied. Methods of applying the study to individual company catastrophe cover rating wil l be ... premium for the year of the loss. The ratios R of individual losses to corresponding catastrophe premiums ...

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    • Authors: Daniel F Gogol
    • Date: Jan 1993
    • Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods; Reinsurance>Catastrophe reinsurance
  • Solution of the Risk Load Problem of Effect on Variability
    co-variance, MVPM does not seem usable for pricing individual risks in a portfolio. ' There is a way around ... the sum of the portions, or allocated to each individual portion based on its covariance.) (3) Suppose ...

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    • Authors: Daniel F Gogol
    • Date: Jan 1993
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments; Modeling & Statistical Methods