Pareto distribution in non proportional reinsurance

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F10%3A39882760" target="_blank" >RIV/00216275:25410/10:39882760 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Pareto distribution in non proportional reinsurance

Original language description

In this paper we use the Pareto model to estimate risk premium for excess of loss treaties with high deductibles, where loss experience is insufficient and could therefore be misleading. Pareto distribution is possible use to estimate the unknown frequency of losses exceeding any given high deductible if we know the frequency at a low deductible. Having learnt how to extrapolate frequencies and to determine expected excess losses, we can calculate the expected excess loss burden, or the risk premium.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BB - Applied statistics, operational research

OECD FORD branch

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Project

<a href="/en/project/GA402%2F09%2F1866" target="_blank" >GA402/09/1866: Modelling, Simulations and Management of Insurance Risks</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2010

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Prace naukowe Uniwersytetu Ekonomicznego we Wroclawiu

ISSN

1899-3192

e-ISSN

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Volume of the periodical

neuveden

Issue of the periodical within the volume

117

Country of publishing house

PL - POLAND

Number of pages

7

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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