Some Comments on Two Approximations Used for the Pricing of Reinstatements

J.F. Walhin

Working Papers from Catholique de Louvain - Institut de statistique

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.

Keywords: ECONOMETRICS; RISK; INSURANCE (search for similar items in EconPapers)
JEL-codes: C00 D81 G22 (search for similar items in EconPapers)
Pages: 17 pages
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:0007

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