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

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<dc:creator>Riegel, Ulrich</dc:creator>
<dc:date>2022-06-06</dc:date>
<dc:description xml:lang="es">Sumario: 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).

</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/180220.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Pérdidas</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Discussion on "Premium rating without losses" (M. Fackler)</dc:title>
<dc:relation xml:lang="es">En: European Actuarial Journal. - Cham, Switzerland  : Springer Nature Switzerland AG,  2021-2022. - 06/06/2022 Volúmen 12 - Número 1 - junio 2022 , p. 317-319</dc:relation>
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