Centro de Documentación de Fundación MAPFRE - Discussion on "Premium rating without losses" (M. Fackler)

MAP20220019880

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

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).

En: European Actuarial Journal. - Cham, Switzerland : Springer Nature Switzerland AG, 2021-2022. - 06/06/2022 Número 1 - junio 2022 , p. 317-319

1. Pérdidas . 2. Cálculo actuarial . I. Título.