Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Math 3620, Section 2 Assignment #2: Pricing Gampel Insurance Company is preparing several insurance proposals for Mirror Lake Manufacturing. The estimated loss distribution for Mirror

image text in transcribed
image text in transcribed
Math 3620, Section 2 Assignment #2: Pricing Gampel Insurance Company is preparing several insurance proposals for Mirror Lake Manufacturing. The estimated loss distribution for Mirror Lake is as follows: Loss Amount Probability $300,000 1% $150,000 4% $20,000 20% $10,000 35% $5,000 20% $0 20% This loss distribution is the same for each question in this assignment. . Each full question is worth 20 points (5 points per part) 5. Assume: - Losses are paid over a 5 year period: 30% at the end of the first year; 40% at the end of the second year; 15% at the end of the third year; 10% at the end of the fourth year and the remaining 5% at the end of the fifth year Underwriting expenses are 15% of pure premium and are paid at policy inception Claim settlement expenses are $750 per claim, and are paid when the losses are paid Required capital is 30% of fair premium Targeted return on capital is 12% . Interest rate is 5%. . a. What is Gampel's estimate of the pure premium? b. What is the provision in the fair premium for (discounted) claims adjustment expenses? c. What is Gampel's estimate of the fair premium? d. What is the fair profit loading for the premium? Math 3620, Section 2 Assignment #2: Pricing Gampel Insurance Company is preparing several insurance proposals for Mirror Lake Manufacturing. The estimated loss distribution for Mirror Lake is as follows: Loss Amount Probability $300,000 1% $150,000 4% $20,000 20% $10,000 35% $5,000 20% $0 20% This loss distribution is the same for each question in this assignment. . Each full question is worth 20 points (5 points per part) 5. Assume: - Losses are paid over a 5 year period: 30% at the end of the first year; 40% at the end of the second year; 15% at the end of the third year; 10% at the end of the fourth year and the remaining 5% at the end of the fifth year Underwriting expenses are 15% of pure premium and are paid at policy inception Claim settlement expenses are $750 per claim, and are paid when the losses are paid Required capital is 30% of fair premium Targeted return on capital is 12% . Interest rate is 5%. . a. What is Gampel's estimate of the pure premium? b. What is the provision in the fair premium for (discounted) claims adjustment expenses? c. What is Gampel's estimate of the fair premium? d. What is the fair profit loading for the premium

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Applied Equity Analysis and Portfolio Management Tools to Analyze and Manage Your Stock Portfolio

Authors: Robert A.Weigand

1st edition

978-111863091, 1118630912, 978-1118630914

More Books

Students also viewed these Finance questions

Question

What characteristics must the factors in a factor model possess?

Answered: 1 week ago