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Piece by piece

Recurso electrónio / Resource electronic
MAP20200033974
Jinadasa, Saliya
Piece by piece / Saliya Jinadasa
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
En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/10/2020 Número 9 - octubre 2020 , p. 34-35
1. Reaseguro . 2. Distribuciones estadísticas . 3. Cálculo actuarial . 4. Matemática del seguro . I. Título.