RE: Daykin, Ch.6

Sce, Michael ( (no email) )
Mon, 29 Mar 1999 08:19:58 -0500

Perhaps he is comparing two situations where you have significant risk
margin and no risk margin. In the former case you obviously have more
flexibility as to how much retention to take.

Any thoughts?

Michael

-----Original Message-----
From: collision@email.com [SMTP:collision@email.com]
Sent: Saturday, March 27, 1999 4:42 PM
To: CAS Part 5A
Cc: Stuart Klugman
Subject: Daykin, Ch.6

In Daykin, Chapter 6, p. 199

He states that 'the better the expected profitability of a line, the
higher the suggested retention should be . . .'

To me, this makes sense, as saying, retain as much of the good/
profitable business as you can.

Then he goes on to say that the retention limits should be chosen in
proportion to the corresponding safety loadings.

This seems contrary to my prior thought, where he seems to be saying
that a high safety loading (b/c of a potentially unprofitable/ unpredictable
line) should get a higher retention???

ANY THOUGHTS/ CLARIFICATIONS?

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