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The Risky Business of Insurance Pricing

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Author Info
Viscusi, W Kip

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Abstract

The factors influencing insurance pricing decisions are assessed using the ISO product liability ratemaking files for 1980-1984. The mean loss level has a strong positive effect on manual rates and premium rates/exposure. Evidence on a variety of ambiguity measures is more mixed. As a broad generalization, risk ambiguity lowers manual rates, which may reflect exclusion of large loss outliers as being unrepresentative. Risk ambiguity tends to have a positive effect on actual pricing decisions for particular policies, especially bodily injury lines and the interactive risk-ambiguity model. Copyright 1993 by Kluwer Academic Publishers

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Publisher Info
Article provided by Springer in its journal Journal of Risk and Uncertainty.

Volume (Year): 7 (1993)
Issue (Month): 1 (August)
Pages: 117-39
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Handle: RePEc:kap:jrisku:v:7:y:1993:i:1:p:117-39

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Web page: http://www.springerlink.com/link.asp?id=100299

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  1. Patricia Born & W. Viscusi, 2006. "The catastrophic effects of natural disasters on insurance markets," Journal of Risk and Uncertainty, Springer, vol. 33(1), pages 55-72, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-4.


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