Grossi.Curves — BattleActs Exam 8 Forum

Fall 2015 - qs 22b

Ayesha — Thu, 13 Jul 2023 04:06:55 +0000

Can you please explain part b of the question

2016 Q19

dxsholden — Fri, 22 Sep 2023 13:21:12 +0000

Can you explain why the capital held under the QS is $100M – ($50M)*(0.2)*(1.5) = $85M?

Does the ($50M)*(0.2)*(1.5) represent the capital relief given by the QS so the company only needs to hold an additional 85? And is the capital relief given by a QS always equal to the maximum loss payout? If that is the case how would we calculate the capital relief if there was no Maximum ceded loss ratio?

OEP Example

jonnyswede — Sat, 02 Sep 2023 15:35:41 +0000

The example at the end of the article suggests we can estimate the OEP of 10m to be less than 1% by linear approximation. But p3 is greater than 1%, so we can deduce OEP(10,999,999) is over 1% too, right?

Splitting OEP Curves Practice Question

jmoore13 — Thu, 20 Oct 2022 22:10:30 +0000

Why does the Policyholder OEP Curve drop to 0 at 4, but the Insurer OEP doesn't drop to 0 at 18?