Abstract
This is an interesting paper. It presents a progress report on the analytical approach one large reinsurer is developing toward the pricing of excess casualty coverage. The approach is an analytical one, in that pricing decisions are made on the basis of information generated by a theoretical pure premium distribution fitted to sample data.
Claim Size Modeling/Loss Distribution
Volume
May
Page
475-484
Year
1980
Categories
Business Areas
Reinsurance
Excess (Non-Proportional);
Financial and Statistical Methods
Loss Distributions
Frequency
Financial and Statistical Methods
Loss Distributions
Severity
Actuarial Applications and Methodologies
Ratemaking
Publications
Casualty Actuarial Society Discussion Paper Program
