A (new) nonparametric method for XL-rating

DOI10.1007/BF02808908zbMath0806.62088MaRDI QIDQ4320526

Erhard Kremer

Publication date: 31 January 1995

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

premium calculationsexcess-of-loss covergeneral rating methodtail- approximation

Mathematics Subject Classification ID

Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Limit-determination for the excess-of-loss treaty in case of simple retrocession ⋮ Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession

Cites Work

• The burning cost method and ratio estimation
• A generalized statistical XL-rating procedure
• Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach
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