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Some Comments on Two Approximations Used for the Pricing of Reinstatements

Author

Listed:
  • Walhin, J.F.

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.

Suggested Citation

  • Walhin, J.F., 2000. "Some Comments on Two Approximations Used for the Pricing of Reinstatements," Papers 0007, Catholique de Louvain - Institut de statistique.
    • Handle: RePEc:fth:louvis:0007
    as

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    More about this item

    Keywords

    ECONOMETRICS ; RISK ; INSURANCE;
    All these keywords.

    JEL classification:

    • C00 - Mathematical and Quantitative Methods - - General - - - General
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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