Some Comments on Two Approximations Used for the Pricing of Reinstatements.

The aim of this paper if to give some comments on two approximations used to price reinstatements related to excess of loss reinsurance. For the pro rate capita clause, we will study the rate on line method. For the pro rate temporis clause, we will study the use of a trivial approximation. The effect of an aggregate deductible is also looked at.

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Year of publication:	2000
Authors:	Walhin, J.F.
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	ECONOMETRICS \| RISK \| INSURANCE

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Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	17 pages
Classification:	C00 - Mathematical and Quantitative Methods. General ; G22 - Insurance; Insurance Companies ; D81 - Criteria for Decision-Making under Risk and Uncertainty
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776107