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.
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Paper provided by Catholique de Louvain - Institut de statistique in its series Papers with number
7.
Length: 17 pages Date of creation: 2000 Date of revision: Handle: RePEc:fth:louvis:7
Contact details of provider: Postal: Universite Catholique de Louvain, Institut de Statistique, Voie du Roman Pays, 34 B-1348 Louvain- La-Neuve, Belgique.
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