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The Incidence of Risk under Credit Insurance

Greg Taylor

ASTIN Bulletin, 1993, vol. 23, issue 2, 287-299

Abstract: The incidence of risk under a credit insurance policy depends on the original term of the policy and the policy duration at which the incidence of risk is considered. Section 3 of the paper describes the procedure used to fit a bivariate function to this incidence. Section 4 gives the numerical detail of this model. Section 5 makes a comparison of the model with the data from which it was developed. Section 6 adds some general comments.

Date: 1993
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