Calculator Inputs
Formula Used
- Annualized exposure = Exposure Units × (12 ÷ Period Months)
- Claims = (Exposure ÷ 1,000) × Frequency
- Adjusted frequency = Baseline Frequency × (1 + Frequency Change%) × (1 + Frequency Trend%)
- Adjusted severity = Severity × (1 + Severity Trend%)
- Net severity = max(Severity − Deductible, 0), capped by Per-Claim Limit when used
- Net loss = Claims × Net Severity × (1 + LAE%) × (1 − Reinsurance%) × (1 − Coinsurance%) × (1 + IBNR%)
- Indicated premium = Net Loss ÷ (1 − Expense% − Profit%)
- Gross premium = Indicated Premium × (1 + Premium Tax%)
How to Use This Calculator
- Enter exposure units and period months to annualize.
- Set baseline frequency and severity, then apply scenario changes.
- Add contract features like deductible and per-claim limit.
- Include LAE, reinsurance, coinsurance, and IBNR for net loss.
- Add expenses, profit, and taxes to estimate indicated premium.
- Use projections to view impacts over multiple years.
Example Data Table
| Portfolio | Exposure | Frequency / 1,000 | Severity | Deductible | LAE (%) |
|---|---|---|---|---|---|
| Auto – Standard | 12,000 | 2.40 | USD 1,350 | USD 250 | 8 |
| Home – Preferred | 6,500 | 1.10 | USD 3,950 | USD 500 | 10 |
| SME – Property | 3,200 | 0.85 | USD 6,800 | USD 1,000 | 12 |
Insights Article
Claims frequency as a loss cost driver
Frequency expresses claims per exposure, often per 1,000 units. This calculator estimates claims as (Exposure ÷ 1,000) × Frequency, then multiplies by net severity and modifiers. If severity and loadings are stable, a 10% frequency increase typically yields about a 10% loss increase.
Separating baseline, scenario change, and trend
Inputs distinguish baseline experience from a scenario shock and an underlying trend. For example, a +12% scenario change with a +3% trend gives 1.12 × 1.03 = 1.1536, or +15.36% versus baseline. This helps explain short-term events versus longer-run drift.
Severity shaping through retention and limits
Deductibles and per-claim limits reshape paid severity. The calculator uses a capped approach: net severity = max(Severity − Deductible, 0), capped by (Limit − Deductible) when a limit applies. This supports design comparisons where claim counts remain similar but payments per claim change.
Translating loss into indicated gross premium
Premium is derived with explicit loadings: Premium = Loss ÷ (1 − Expense% − Profit%). Taxes or fees are applied on top to show gross premium. If a current premium is entered, rate need is computed as (Indicated − Current) ÷ Current to quantify the adjustment required.
Using projections and sensitivity for decisions
The projection table grows exposures by your annual growth assumption and can compound trends each year. The sensitivity chart varies frequency change across a wide range to show how steeply losses and premium respond under your parameters, supporting governance and communication. Pair the sensitivity view with the loss band to discuss volatility, and use the projection path to test pricing resilience under different growth and trend assumptions over time with clear context for stakeholders.
FAQs
1) What does “frequency per 1,000” mean?
It is expected claims divided by exposure, scaled to 1,000 units. A frequency of 2.5 implies about 25 claims for 10,000 exposure units.
2) Why do losses scale with frequency?
Loss is approximately Claims × Net Severity × Modifiers. If severity and modifiers stay stable, changing claims changes total loss proportionally.
3) How does credibility blending work?
When enabled, observed frequency and severity are computed from observed claims and losses, then blended with baseline assumptions using the credibility percentage before applying scenario change and trend.
4) What is the uncertainty band?
It uses a Poisson-style approximation for claim-count variability. Lower expected claims produce wider bands; higher exposure produces tighter bands. Treat it as a planning indicator.
5) Why include deductible and per-claim limit?
Retention features alter paid severity. Including them helps compare programs where claim counts are similar but the insurer’s net cost per claim differs.
6) Is this suitable for formal filings?
Use it for scenario testing and communication. For filings, validate with your actuarial methods, segmentation, and documentation, and reconcile with audited experience.