Pesquisa de referências

Discussion on "Premium rating without losses" (M. Fackler)

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20220019880</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20220701144007.0</controlfield>
    <controlfield tag="008">220701e20220606che|||p      |0|||b|eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">6</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20140007493</subfield>
      <subfield code="a">Riegel, Ulrich</subfield>
    </datafield>
    <datafield tag="245" ind1="1" ind2="0">
      <subfield code="a">Discussion on "Premium rating without losses" (M. Fackler)</subfield>
      <subfield code="c">Ulrich Riegel</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">The pricing of a non-proportional reinsurance treaty requires submission data that must be provided by the cedent. Essentially, there are two fundamentally different pricing approaches: exposure rating and experience rating. In exposure rating, market curves are adjusted using the individual exposure data of the cedent. In experience rating, a pricing model is fitted to the specific premium and loss history of the cedent (after an as-if correction).

</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080548575</subfield>
      <subfield code="a">Pérdidas</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20220007085</subfield>
      <subfield code="g">06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 317-319</subfield>
      <subfield code="t">European Actuarial Journal</subfield>
      <subfield code="d">Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022</subfield>
    </datafield>
  </record>
</collection>