Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update

15 Pages Posted: 22 Mar 2017

See all articles by Martin Eling

Martin Eling

University of St. Gallen - Institute of Insurance Economics; University of Saint Gallen - School of Finance (SoF)

Ruo Jia

University of St. Gallen - Institute of Insurance Economics; University of St. Gallen - School of Finance

Date Written: Spring 2017

Abstract

This article discusses the main results of the Casualty Actuarial Society Risk Premium Project 2014 update. It reviews the recent research developments in the process of nonlife risk assessment. Of special note, systemic risk continuously attracts a great deal of attention. In the past year, reinsurance studies have increased significantly, driven by progress in optimal reinsurance design and reinsurance asymmetric information. Both topics show the academic reflection of financial crisis in the field of risk and insurance. The evaluation of reserves and the methods mitigating asymmetric information have also received a great deal of attention.

Suggested Citation

Eling, Martin and Jia, Ruo, Recent Research Developments Affecting Nonlife Insurance—The CAS Risk Premium Project 2014 Update (Spring 2017). Risk Management and Insurance Review, Vol. 20, Issue 1, pp. 63-77, 2017. Available at SSRN: https://ssrn.com/abstract=2938133 or http://dx.doi.org/10.1111/rmir.12072

Martin Eling (Contact Author)

University of St. Gallen - Institute of Insurance Economics ( email )

Kirchlistrasse 2
St. Gallen, 9010
Switzerland

University of Saint Gallen - School of Finance (SoF) ( email )

Unterer Graben 21
St.Gallen, CH-9000
Switzerland

Ruo Jia

University of St. Gallen - Institute of Insurance Economics ( email )

Kirchlistrasse 2
St. Gallen, St. Gallen 9000
Switzerland

University of St. Gallen - School of Finance ( email )

Kirchlistrasse 2
St.Gallen, CH-9010
Switzerland
+41 71 224 79 74 (Phone)
+41 71 224 79 90 (Fax)

HOME PAGE: http://www.ivw.unisg.ch/de/Lehrstuhl%20Eling/Team%20VM?person=b8b3d7ef-04dd-4693-8b9f-946e91a6bcf4&n

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