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The underwriter and the models - solo dances or pas-de-deux? what policy data can tell us about how underwriters use models.

Armstrong, S. and Weick, M. and Sandberg, A. and Snyder-Beattie, A. and Beckstead, N. (2017) 'The underwriter and the models - solo dances or pas-de-deux? what policy data can tell us about how underwriters use models.', Project Report. MS Amlin.

Abstract

Using a collection of data on some of the catastrophe policies written since 2006 by a major reinsurance organisation, this paper explores how tightly underwriters follow the models and under what conditions they deviate from them.

Item Type:Monograph (Project Report)
Full text:Publisher-imposed embargo
(VoR) Version of Record
File format - PDF
(963Kb)
Status:Public
Publisher Web site:https://bit.ly/2PRexfT
Date accepted:No date available
Date deposited:19 September 2018
Date of first online publication:2017
Date first made open access:No date available

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