Estimating the loading of the largest claims covers

Link:
Autor/in:
Erscheinungsjahr:
2004
Medientyp:
Text
Schlagworte:
  • Loading
  • Premium
  • Reinsurance
Beschreibung:
  • The largest claims reinsurance treaties are reconsidered. Two approaches for estimating a certain main part of the loading are given. For the first approach certain bounds are derived, for the second the Monte-Carlo-Integration-method adapted. The second, not so practicable approach can be used for finding adequate mixing coefficients for the first, quite practicable approach. © 2004 Published by Elsevier Ltd.
Lizenz:
  • info:eu-repo/semantics/closedAccess
Quellsystem:
Forschungsinformationssystem der UHH
Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/434cf8d5-96b9-4e2e-90f5-e8d786b2f6c8