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The adjustment for the cedent's retained risk after excess-of-loss reinsurance with reinstatements is calculated. Therefore we need a multivariate aggregate claims distribution. This distribution is easily given by a multivariate extension of Panjer's recursion. Numerical examples show the...
Persistent link: https://www.econbiz.de/10005776112
The adjustment for the cedent's retained risk after excess-of-loss reinsurance with reinstatements is calculated. Therefore we need a multivariate aggregate claims distribution. This distribution is easily given by a multivariate extension of Panjer's recursion. Numerical examples show the...
Persistent link: https://www.econbiz.de/10005625680
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The aim of this paper if to give some comments on two approximations used to price reinstatements related to excess of loss reinsurance. For the pro rate capita clause, we will study the rate on line method. For the pro rate temporis clause, we will study the use of a trivial approximation. The...
Persistent link: https://www.econbiz.de/10005661163
The aim of this paper if to give some comments on two approximations used to price reinstatements related to excess of loss reinsurance. For the pro rate capita clause, we will study the rate on line method. For the pro rate temporis clause, we will study the use of a trivial approximation. The...
Persistent link: https://www.econbiz.de/10005776107
A new definition of the exergy efficiency for two types of Sorption Heat Pumps (type I or conventional heat pump and type II or heat transformer) is presented. It is based on the concept of transiting exergy which permits the quantitative and non ambiguous definition of the useful exergy...
Persistent link: https://www.econbiz.de/10010805608