Skip to main content
×
Home
    • Aa
    • Aa

Pricing Excess of Loss Reinsurance with Reinstatements

  • Ana J. Mata (a1)
Abstract
Abstract

In this paper we discuss the concept of excess of loss reinsurance with reinstatements. The main objective is to provide a methodology to calculate the distribution of total aggregate losses for two or more consecutive layers when there is a limited number of reinstatements. We also compare different premium principles and their properties to price these treaties for any number of free or paid reinstatements.

    • Send article to Kindle

      To send this article to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about sending to your Kindle.

      Note you can select to send to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be sent to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

      Find out more about the Kindle Personal Document Service.

      Pricing Excess of Loss Reinsurance with Reinstatements
      Available formats
      ×
      Send article to Dropbox

      To send this article to your Dropbox account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your Dropbox account. Find out more about sending content to Dropbox.

      Pricing Excess of Loss Reinsurance with Reinstatements
      Available formats
      ×
      Send article to Google Drive

      To send this article to your Google Drive account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your Google Drive account. Find out more about sending content to Google Drive.

      Pricing Excess of Loss Reinsurance with Reinstatements
      Available formats
      ×
Copyright
Corresponding author
Dept. Actuarial Mathematics and Statistics, Heriot-Watt University, Riccarton Edinburgh EH14 4AS, United Kingdom
Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

ASTIN Bulletin: The Journal of the IAA
  • ISSN: 0515-0361
  • EISSN: 1783-1350
  • URL: /core/journals/astin-bulletin-journal-of-the-iaa
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
×

Keywords:

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 198 *
Loading metrics...

Abstract views

Total abstract views: 40 *
Loading metrics...

* Views captured on Cambridge Core between September 2016 - 25th June 2017. This data will be updated every 24 hours.