Casualty Actuarial Society

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Actuarial Considerations Regarding Risk and Return In Property-Casualty Insurance Pricing

Table of Contents

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Copyright
Acknowledgement
Contributors


Preface
by Oakley E. Van Slyke

  1. The Legal Perspective: Appropriate Profit Margins in Property & Casualty Insurance Rates
    Judith Mintel

  2. Fundamental Building Blocks of Insurance Profitability Measurement
    Russell E. Bingham

  3. Introduction to the Discounted Cash Flow Approach
    Stephen P. D'Arcy, FCAS

  4. Cash Flow Models In Ratemaking: A Reformulation Of Myers-Cohn NPV and IRR Models For Equivalency
    Russell E. Bingham

  5. Rate of Return
    Frank D. Pierson, FCAS

  6. Investment-Equivalent Reinsurance Pricing
    Rodney Kreps, FCAS, MAAA, PhD

  7. Theoretical Premiums For Property and Casualty Insurance Coverage - A Risk-Sensitive, Total Return Approach
    Ira Robbin

  8. Insurance Profitability
    Charles L. McClenahan, FCAS, ASA, MAAA

  9. The Confirmed Operating Return Approach
    Judith Mintel

  10. The Profit Provision
    Charles F. Toney II, FCAS

  11. The Cost of Capital: An Axiomatic Approach
    Oakley E. Van Slyke, FCAS, ASA, MAAA
    Appendix 1
    Appendix 2

Bibliography

Review
Robert P. Eramo

Review
Mark W. Littman