Abstract
The estimation of stop loss premiums can be based on some knowledge about the distribution function of the sum of all claims in a year (assuming that the stop loss insurance relates to a period of one calendar year). Generally speaking there are two methods to obtain this knowledge about the distribution function.
LOB-Fire and Allied Lines/Reinsurance
Volume
2:3
Page
356-361
Year
1963
Categories
Business Areas
Reinsurance
Aggregate Excess/Stop Loss
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Business Areas
Fire and Allied Lines
Financial and Statistical Methods
Loss Distributions
Publications
ASTIN Bulletin