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Old 11-12-2019, 12:41 PM
ActuaryInWoods ActuaryInWoods is offline
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Default long term view or short term view on hurricane

Dear fellow members,

Reinsurance pricing is more sensitive to long term view or short term view of hurricane loss cost?
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Old 11-22-2019, 09:16 AM
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iwakura42 iwakura42 is offline
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Well... which changes faster:an average of a smaller number of data points, or an average of a larger number of data points?
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Old 11-22-2019, 01:44 PM
JMBNYC JMBNYC is offline
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Quote:
Originally Posted by ActuaryInWoods View Post
Dear fellow members,

Reinsurance pricing is more sensitive to long term view or short term view of hurricane loss cost?

It is most sensitive to whatever AIR and RMS say the cost is.
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Old 11-22-2019, 04:43 PM
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ALivelySedative ALivelySedative is offline
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It is most sensitive to whatever AIR and RMS say the cost is.
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Old 11-25-2019, 12:55 PM
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You assume that reinsurance companies use the unaltered AIR or RMS output. I would not make that assumption.
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