Craig A. Sloss

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CAS Exam 7 Study Notes: Premium Asset for Retro Policies

2018-04-12

I've uploaded my notes on premium estimation for retrospectively rated policies, which are based on a paper by Michael Teng and Miriam Perkins, and includes a discussion by Sholom Feldblum. The notes demonstrate how to estimate future premium on retrospectively-rated policies through the calculation of premium development to loss development (PDLD) ratios.

Keywords: Actuarial Science, Exam 7, Study Note

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