Cat XL pricing using rate on line (ROL) curves
Making an R Shiny App to replace cumbersome Excel Spreadsheet
When I was working with stop loss reinsurance contracts the usual way to perform the pricing exercise would be to gather all the loss data, fit a loss distribution to that data, make adjustments based on seasonal outlook or other variables, and apply the limits and retentions asked by the clients/brokers.
Although this is standard practice and almost second nature, another way to look at the pricing problem is from the point of view that you, as an underwriter, do not have all the information and perhaps should take into consideration market pricing.
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