Abstract
Financial income play a big part for the calculation of the minimum premium and maximum premium of a sliding scale for non-proportional treaties. The aggregate loss for the XL is supposed to be a compound Poisson process. It is computed by Panjer's Algorithm. Some numerical results are shown for different values of the claims number and the interest rate.
Keywords Rating of XL treaties, sliding scale, financial income
Volume
18:2
Page
189-198
Year
1988
Categories
Actuarial Applications and Methodologies
Ratemaking
Trend and Loss Development
Investment Income
Business Areas
Reinsurance
Excess (Non-Proportional);
Financial and Statistical Methods
Aggregation Methods
Panjer
Financial and Statistical Methods
Loss Distributions
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
ASTIN Bulletin
