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

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Title: Discussion on "Premium rating without losses" (M. Fackler) / Ulrich RiegelAuthor: Riegel, Ulrich
Notes: 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).

Related records: En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 06/06/2022 Número 1 - junio 2022 , p. 317-319Materia / lugar / evento: Pérdidas Cálculo actuarial Other categories: 6
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