| A |
Table |
2 |
2.3, 2.5, 2.6, 2.7 |
Estimated mean, CV, skewness and kurtosis by line and in total, gross and net. |
| B |
Figure |
2 |
2.2, 2.4, 2.6 |
Gross and net densities on a linear and log scale. |
| C |
Figure |
2 |
2.3, 2.5, 2.7 |
Bivariate densities: gross and net with gross sample. |
| D |
Figure |
4 |
4.9, 4.10, 4.11, 4.12 |
TVaR, and VaR for unlimited and limited variables, gross and net. |
| E |
Table |
4 |
4.6, 4.7, 4.8 |
Estimated VaR, TVaR, and EPD by line and in total, gross, and net. |
| F |
Table |
7 |
7.2 |
Pricing summary. |
| G |
Table |
7 |
7.3 |
Details of reinsurance. |
| H |
Table |
9 |
9.2, 9.5, 9.8 |
Classical pricing by method. |
| I |
Table |
9 |
9.3, 9.6, 9.9 |
Sum of parts (SoP) stand-alone vs. diversified classical pricing by method. |
| J |
Table |
9 |
9.4, 9.7, 9.10 |
Implied loss ratios from classical pricing by method. |
| K |
Table |
9 |
9.11 |
Comparison of stand-alone and sum of parts premium. |
| L |
Table |
9 |
9.12, 9.13, 9.14 |
Constant CoC pricing by unit for Case Study. |
| M |
Figure |
11 |
11.2, 11.3, 11.4,11.5 |
Distortion envelope for Case Study, gross. |
| N |
Table |
11 |
11.5 |
Parameters for the six SRMs and associated distortions. |
| O |
Figure |
11 |
11.6, 11.7, 11.8 |
Variation in insurance statistics for six distortions as s varies. |
| P |
Figure |
11 |
11.9, 11.10, 11.11 |
Variation in insurance statistics as the asset limit is varied. |
| Q |
Table |
11 |
11.7, 11.8, 11.9 |
Pricing by unit and distortion for Case Study. |
| R |
Table |
13 |
13.1 missing |
Comparison of gross expected losses by Case, catastrophe-prone lines. |
| S |
Table |
13 |
13.2, 13.3, 13.4 |
Constant 0.10 ROE pricing for Case Study, classical PCP methods. |
| T |
Figure |
15 |
15.2 - 15.7 (G/N) |
Twelve plot. |
| U |
Figure |
15 |
15.8, 15.9, 15.10 |
Capital density by layer. |
| V |
Table |
15 |
15.35, 15.36, 15.37 |
Constant 0.10 ROE pricing for Cat/Non-Cat Case Study, distortion, SRM methods. |
| W |
Figure |
15 |
15.11 |
Loss and loss spectrums. |
| X |
Figure |
15 |
15.12, 15.13, 15.14 |
Percentile layer of capital allocations by asset level. |
| Y |
Table |
15 |
15.38, 15.39, 15.40 |
Percentile layer of capital allocations compared to distortion allocations. |