P&C Industry Correlation across LOB

Professional Actuarial Topics Property/Casualty
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I wonder if anyone knows of any good industry sources for correlation across lines of business (GL to WC, etc)? I’ve used the numbers in Solvency II previously although would love something US-specific.

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Might need to pay for the data, but check into ISO and NCCI to get info on various lines (the latter for WC).

Other sources might be to look at III and NAIC for data and articles/reports.

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Thanks for the tips, will investigate!

4

Aon publishes correlations across Schedule P lines in their insurance risk study

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Looks like that requires a password.