Premium Calculation for Deductible Policies with an Aggregate Limit
نویسندگان
چکیده
منابع مشابه
Premium Calculation and Insurance Pricing
This survey of premium calculation and insurance pricing explains classical theories and their recent generalizations, summarizes main issues and results, and describes current developments in the area.
متن کاملThe Exponential Premium Calculation Principle Revisited
In this paper, it is shown how to approximate theoretical premium calculation principles in order to make them useful in practice. The method relies on stochastic extrema in moment spaces and is illustrated with the aid of the exponential principle.
متن کاملApplying the proportional hazard premium calculation principle
We discuss the application of the proportional hazard premium calculation principle in the parametric and non parametric framework. In the parametric approach, we propose a method to calculate the premium of a compound risk when the severity distribution is subexponential. In the non parametric approach, the use of the empirical distribution to calculate the premium using the proportional hazar...
متن کاملPulsing Policies for Aggregate Advertising Models
Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your perso...
متن کاملCalculation of aggregate loss distributions
Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory. Closed-form solutions are not available for the distributions typically used in operational risk. However with modern computer processing power, these distributions can be calculated virtually exactly ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 1984
ISSN: 0515-0361,1783-1350
DOI: 10.1017/s051503610000492x