October 2014
Intermediate to advanced
584 pages
22h 2m
English
Content preview from Pricing in General Insurance
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529Insurance Structure Optimisation
EEL = £0 EEL = £100kEEL = £200kEEL = £500k
Percentile
Total loss Retained Ceded Retained Ceded Retained Ceded Retained Cede
d
50% 1,869,704 0 1,869,704 1,205,151 634,128 1,573,081 244,834 1,823,682 0
75% 2,380,186 0 2,380,186 1,424,166 983,601 1,887,698 516,466 2,268,864 37,675
80% 2,510,521 0 2,510,521 1,478,409 1,095,454 1,973,002 600,654 2,385,498 92,638
90% 2,903,459 0 2,903,459 1,633,268 1,434,902 2,196,113 885,675 2,682,736 278,422
95% 3,274,703 0 3,274,703 1,754,710 1,743,826 2,383,344 1,166,614 2,968,721 527,750
98.0% 3,779,592 0 3,779,592 1,892,509 2,164,576 2,608,209 1,547,230 3,316,971 880,550
99.0% 4,152,528 ...
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