Adjustments to Ratemaking Data

Free SOA Exam FAM (Fundamentals of Actuarial Mathematics) lesson in Pricing and Reserving for Short-Term Insurance Coverages. 14 min read, ~2,164 words.

Three adjustments (D-T-O): develop losses to ultimate, trend losses, and on-level the premium; all three are required. Adjusted LR = (Ultimate Losses Trend Factor) / On-Level EP. Trend factor =, where runs from the historical-year midpoint to the future policy-period midpoint. Compound frequency and severity multiplicatively, never add the two...

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