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Risk Premium Project (RPP)

abstract In this project we summarize the actuarial and finance literature on the theory and empirics of risk assessment for property-casualty insurance. Special emphasis is laid on recent developments in literature from reinsurance, risk management and catastrophe sources. We find that the actuarial and financial views of risk priced in the market are still converging, but that additional factors have been added to the discussion. Recent advances in valuation techniques, behavioral insurance, management of operational risk, alternative risk transfer are thus discussed throughout this report.
   
keywords property-casualty insurance; literature overview; risk management
   
homepage http://www.casact.org/rpp2/index.cfm?fa=main
partner Committee on Theory and Risk - Casualty Actuarial Society
type applied research project
status completed
start of project 2010
end of project 2011
principal Committee on Theory and Risk - Casualty Actuarial Society
additional informations
topics property-casualty insurance; literature overview; risk management
methods structured literature review; development of new research areas
contact Caroline Siegel