64-B
Some New Insights into Large Commercial Risks

Wednesday, April 2, 2014: 9:30 a.m.
Maryland Suite AB (Washington Marriott Wardman Park)
We present some new evidence on large commercial risks based on a unique dataset on large commercial risks based on contributions from Lloyd's of London syndi- cates. We use granular information on losses and exposures to shed some light on the risk profile of medium to high layers of exposure as a function of different rating factor configurations. We then carry out a benchmarking exercise in which we quantify the risk premiums embedded in market rates as proxied by suitably constructed indices.
Presentation 1
Enrico Biffis, Associate Professor of Actuarial Finance, Imperial College London
Handouts
  • BiffisSlidesICAnew.pdf (1.9 MB)