Abstract
This study was undertaken in 1950 as part of an investigation into the problem of rating catastrophe fire insurance. It was subsequently put together as a paper and submitted, together with the paper I presented to the Society last year, as a thesis for Part III and IV of the Fellowship Examinations. Fortunately I managed to pass the examinations and did not need to rely on a thesis; but, since the study has been put together as a paper, it may prove of interest to members and encourage others to make investigations into the statistical aspects of catastrophe.
Volume
XXXIX
Page
77-83
Year
1952
Categories
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Business Areas
Reinsurance
Excess (Non-Proportional);
Actuarial Applications and Methodologies
Ratemaking
Large Loss and Extreme Event Loading
Financial and Statistical Methods
Extreme Event Modeling
Other Extreme Events
Business Areas
Fire and Allied Lines
Publications
Proceedings of the Casualty Actuarial Society
