Insurance Risk

There are two principal types of insurance risk. Each of these categories have sub-factor components

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The second principal dimension of insurance risk is Premium Risk. Premium Risk represents premium rate uncertainty and is reflected in the loss ratio.

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ERM's Risk Analysis Methodology

Asset Correlations

Asset Correlations Are Based On Common Factors

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Correlations between old business risks

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ERM measures the correlation among the development years

Correlation between Loss Ratios and Interest Rates

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Read more about Insurance Risk.