Probable Maximum Loss
The estimated maximum loss likely to occur from a single event given the normal functioning of protective features such as sprinklers and fire departments.
FAQs
- What is the difference between PML and MFL?
- PML assumes protective features (sprinklers, fire barriers, fire departments) work as designed, limiting the loss to the most likely maximum. MFL assumes a worst-case failure of all protective systems, representing the theoretical maximum loss the building could sustain.
- How is PML used to structure reinsurance?
- Underwriters compare the PML for individual risks against the carrier's net retention limit. If the PML exceeds the retention, facultative reinsurance is placed for the excess. Portfolio-level PML at various return periods determines the size and layering of the catastrophe treaty program.
- Are PML estimates accurate?
- PML estimates are engineering approximations based on assumptions about protective systems, fire behavior, and structural response. Major loss events sometimes reveal that actual losses exceeded PML estimates due to sprinkler failures, unusual wind conditions, or fire behavior not captured in the model. This is why insurers typically maintain conservative assumptions in their PML studies.
Related Terms
Treaty Reinsurance
A reinsurance arrangement covering an entire portfolio of risks automatically under agreed terms, without submission of individual risks for acceptance.
Facultative Reinsurance
Reinsurance placed on an individual risk or policy, negotiated separately for each submission; the reinsurer may accept or decline each risk offered.
Hazard Analysis
The systematic evaluation of physical, moral, and morale conditions that increase the probability or severity of a loss for a specific risk.
Risk Appetite Statement
A formal document articulating the types, volumes, and characteristics of risk a carrier or MGA is willing to write, used to guide underwriting decisions.
