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Piece by piece

Recurso electrónio / Resource electronic
Seção: Artigos
Título: Piece by piece / Saliya JinadasaAutor: Jinadasa, Saliya
Notas: Sumario: Typically, pricing of non-proportional treaty layers in property and casualty reinsurance is performed with well-known frequency and severity-based approaches, using historical experience. For severity, it is a common practice to fit a single statistical distribution to historical claims. However, this can be challenging when data is sparse or has outliers. A piecewise Pareto distribution helps overcome some of the difficulties in distribution fitting, and can often lead to better outcomes for reinsurers.Registros relacionados: En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/10/2020 Número 9 - octubre 2020 , p. 34-35Materia / lugar / evento: Reaseguro Distribuciones estadísticas Cálculo actuarial Matemática del seguro Outras classificações: 6
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