Actuarium

Full rate scenario: premium → loss ratio → exposure → ESG → quoted rate

One end-to-end Workers' Compensation rate scenario: earned premium, loss ratio and payroll exposure feed a loss-ratio indication; a real rate engine — discount factors bootstrapped from today's US Treasury curve (Federal Reserve H.15) and shocked by the seven NAIC prescribed interest-rate scenarios — discounts the payout pattern for investment income; the result is an indicated rate per $100 of payroll and a quoted premium for a sample risk.

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Experience period (WC book)
Rate engine (live Treasury curve · NAIC NY7 scenarios)
Loading today's Treasury curve from the Federal Reserve…
Sample risk to quote
Projected loss ratio
95.3%
permissible 71.0%
Loss cost / $100 payroll
$3.35
current rate implied by data $3.51
Discount factor (market curve)
0.887
NAIC worst 0.975 (7 · Pop-down −3%) · best 0.813 · duration 3.13y
Indicated change (market curve)
17.8%
undiscounted 32.0% · NAIC worst 28.8%

Indicated manual rate per $100 payroll

Value
Current manual rate$3.37
Indicated — undiscounted$4.45
Indicated — market Treasury curve$3.97
Indicated — NAIC 7 · Pop-down −3% (conservative)$4.34

Quoted premium — sample risk

payroll/100 × rate × class relativity × experience mod × (1 + schedule)

Value
At current rate152,423
At indicated (market curve)179,571
At indicated (NAIC worst scenario)196,318
Change vs. current17.8%
4,500,000 payroll
class 1.15
mod 0.92
schedule -5%

Indication steps

StepFormulaValue
On-level earned premiumEP×OLFEP \times \text{OLF}43,555,600
Developed lossesLosses×LDF\text{Losses} \times \text{LDF}37,052,000
Trended, loaded lossesDev. Losses×(1+t)n×(1+ULAE)\text{Dev.\ Losses} \times (1+t)^{n} \times (1+\text{ULAE})43,610,020
Trended on-level premiumOL Premium×(1+tp)n\text{OL Premium} \times (1+t_p)^{n}45,766,155
Projected loss ratioTrended LossesTrended Premium\dfrac{\text{Trended Losses}}{\text{Trended Premium}}95.3%
Indicated rate changeLR+f1vQ1\dfrac{LR + f}{1 - v - Q} - 132.0%

Present-value factor under the seven NAIC prescribed scenarios

The WC paid pattern (24%, 26%, 15%, 10%, 7%, 5%, 4%, 3%, 3%, 3%) is discounted along forward rates bootstrapped from the last known Treasury curve, then along each NY Reg 126 scenario (up/down 0.5%/yr, up-then-down, pop-up/pop-down 3%). No random draws: the same curve always gives the same rate.

YearPar yieldSpotForwardDiscount factorPayout share
13.72%3.72%3.72%0.964124%
23.61%3.61%3.50%0.931626%
33.63%3.63%3.68%0.898515%
43.66%3.66%3.73%0.866210%
53.68%3.68%3.78%0.83467%
63.76%3.77%4.21%0.80095%
73.84%3.86%4.39%0.76724%
83.92%3.95%4.58%0.73363%
94.00%4.04%4.78%0.70013%
104.08%4.13%4.98%0.66693%

Assumptions & limitations
  • Defaults are calibrated to the State Farm WC Schedule P analysis saved earlier (≈$3.38 per $100 indicated on an undiscounted basis) but are editable; replace with your own book.
  • Discounting losses for investment income inside the indication lowers the required rate; the conservative bound is the NAIC prescribed scenario with the least investment income (usually the 3% pop-down), and the undiscounted indication is what most WC filings show.
  • The rate engine is deterministic and data-driven: par yields come from the Federal Reserve H.15 constant-maturity Treasury series (3-month to 30-year) via FRED, are interpolated to annual tenors, bootstrapped to spot and forward rates, and shocked by the seven NY Regulation 126 scenarios used in NAIC cash-flow testing. Stochastic GOES-style paths remain available on /uncertainty/esg for CTE reserves.
  • Results are illustrative for education; a filed indication needs a credentialed actuary's review (ASOP 53, ASOP 56).
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