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  • 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.
  • 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. (en)
Title
  • Pareto distribution in non proportional reinsurance
  • Pareto distribution in non proportional reinsurance (en)
skos:prefLabel
  • Pareto distribution in non proportional reinsurance
  • Pareto distribution in non proportional reinsurance (en)
skos:notation
  • RIV/00216275:25410/10:39882760!RIV11-GA0-25410___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/09/1866)
http://linked.open...iv/cisloPeriodika
  • 117
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 278114
http://linked.open...ai/riv/idVysledku
  • RIV/00216275:25410/10:39882760
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • risk premium; non-proportional excess of loss reinsurance; Pareto distribution (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • PL - Polská republika
http://linked.open...ontrolniKodProRIV
  • [80C9C83377C2]
http://linked.open...i/riv/nazevZdroje
  • Prace naukowe Uniwersytetu Ekonomicznego we Wroclawiu
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • neuveden
http://linked.open...iv/tvurceVysledku
  • Pacáková, Viera
issn
  • 1899-3192
number of pages
http://localhost/t...ganizacniJednotka
  • 25410
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