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World Reinsurance Company: Excess-of-Loss Reinsurance Quote

Kyle Maclean, Jeffrey Wong

商品編號:9B21E012
出版日期:2021/08/18
再版日期:
商品來源:
商品主題:General Management/Strategy; Management Science
商品類型:Case (Gen Exp)
涵蓋議題:reinsurance;simulation;expected value;Bernoulli Events
難易度:4 - Undergraduate/MBA
內容長度:4 頁
地域:
產業:Finance and Insurance
事件年度:2020

An actuarial intern at World Reinsurance Company was casually checking his e-mail and noticed that he had received a request from his manager to develop a quote for an upcoming request for proposal from one of World Reinsurance Company’s larger clients, Ontario Life. The request for proposal would have to contain a quote for an excess-of-loss policy to reinsure Ontario Life’s 10-year-term life insurance policy, consisting of 100 high-risk policyholders, for retention limits over CA$250,000 on a per-loss basis. The quote was to be submitted for review by the end of the day, so the intern had to get started on it immediately.

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