Abstract
A diminishing number of Reinsurers still seem to work with percentage loadings which are applied with more or less sophistication to the pure risk premium rate. A more sensible approach is to study the distribution of the total claims amount of the layer reinsured (standard deviation, variance, skewness).
Volume
8:3
Page
272-378
Year
1975
Categories
Actuarial Applications and Methodologies
Ratemaking
Increased Limits
Business Areas
Reinsurance
Publications
ASTIN Bulletin
