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Content from Ira Robbin
Ira Robbin has a Ph.D. in Math from Rutgers University and a bachelor’s degree in Math from Michigan State University. He currently holds a position with AIG as a Property/Casualty reserving actuary and has previously held positions with P&C Actuarial Analysts, Endurance, Partner Re, CIGNA PC and INA working in several corporate, pricing and research roles. He has written papers and made presentations on risk load, capital requirements, ROE, price monitoring, excess of aggregate pricing, Solvency II, CAT pricing and other topics.
There are many success stories featuring predictive models, but what does not get as widely reported are the failures: mistakes that range from subtle misinterpretations and minor miscues to ...
Predictive modeling in property/casualty insurance has been most widely used in pricing, underwriting and marketing personal insurance products such as personal auto and residential. Commercial ...
There are many success stories featuring predictive models, but what does not get as widely reported are the failures: mistakes that range from subtle misinterpretations and minor miscues to ...
Solvency II (SII) is a European initiative intended to bring a more coordinated, consistent and modern approach to solvency regulation of insurance companies. It involves changes in accounting rules ...
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