In this paper we considered the initial premium under different risk adjusted premium principles for an excess of loss reinsurance contract with paid reinstatements when the distribution of aggregate claims to the layer is a discrete one or it is approximated by an arithmetic distribution using the method of mass dispersal.
Risk adjusted premiums for excess of loss reinsurance premiums
CAMPANA, Antonella
2014-01-01
Abstract
In this paper we considered the initial premium under different risk adjusted premium principles for an excess of loss reinsurance contract with paid reinstatements when the distribution of aggregate claims to the layer is a discrete one or it is approximated by an arithmetic distribution using the method of mass dispersal.File in questo prodotto:
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