Some comments on two approximations used for the pricing of reinstatements
(2001) Bulletin of the Swiss Association of Actuaries — p. 29-47 (2001)
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Details
- Authors
- Abstract
- 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.
- Affiliations
Louvain School of Management
Citations
Walhin, J.-F. (2001). Some comments on two approximations used for the pricing of reinstatements. Bulletin of the Swiss Association of Actuaries, 29-47. https://hdl.handle.net/2078.5/71042 (Original work published 2001)