Abstract
In the present paper, different estimators of the Pareto parameter will be proposed and compared to each others. Credibility theory is used to get more stable estimators of for portfolios of excess of loss treaties with similar characteristics. At the end a special estimator of the risk premium for an unlimited excess of loss cover will be proposed.
Reinsurance Research - Loss Distributions, Size of
Volume
20:2
Page
201-216
Year
1990
Categories
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Actuarial Applications and Methodologies
Ratemaking
Increased Limits
Financial and Statistical Methods
Credibility
Financial and Statistical Methods
Loss Distributions
Business Areas
Reinsurance
Publications
ASTIN Bulletin
