MODELING LARGE CLAIMS IN NON-LIFE INSURANCE

被引：30
|
作者：
BEIRLANT, J
TEUGELS, JL
机构：
[1] Katholieke Universiteit Leuven, Louvain
来源：
INSURANCE MATHEMATICS & ECONOMICS | 1992年 / 11卷 / 01期
关键词：
NON-LIFE INSURANCE; DISTRIBUTIONAL MODELS; CLAIM AMOUNT; RUIN PROBABILITIES; REINSURANCE;
D O I：
10.1016/0167-6687(92)90085-P
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper wants to give an overview of relevant distributional models and diagnostics to model large claims or outliers in an insurance setting. The specific behaviour of portfolio items such as total claim amount and ruin probabilities, and the problem of reinsurance in the presence of large claims, are elucidated. The existing practical tools are outlined and illustrated with some practical examples.
引用
收藏
页码：17 / 29
页数：13
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