Home > Preview
The flashcards below were created by user
on FreezingBlue Flashcards.
Poisson Process for Losses
Marginal Surplus Method for Risk Load
Marginal Variance Method for Risk Load
- MS Method: chg in S(X) - build-up > renewal
- MV Method: chg in V(X) - build-up < renewal
- a risk load method is renewal additive if the sum of renewal risk loads of each risk = risk load for aggregate pf
- avg marginal var from all diff combinations in which a new account can be added to a pf
- Shapely Value: V(n) + Sum[Cov(L,n)]
- allocates mutual cov equally btwn accounts
- divides the mutual cov according to user-selected weights
- as Shapely Value, also renewal additive
What would you like to do?
Home > Flashcards > Print Preview