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Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach

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Blätter der DGVFM

Zusammenfasung

Das Problem der Kalkulation der Prämie eines Schadenexzedenten-Vertrages in der Erdbebenversicherung wird wieder aufgegriffen. Eine bekannte Tarifierungsmethode wird diskutiert und dazu werden Verbesserungsvorschläge gegeben. Eine spezielle Modifikation zur Tarifierung von Verträgen mit größeren Prioritäten wird präsentiert.

Summary

The problem of calculating the premium for an excess-of-loss cover in earthquake insurance is reconsidered. A well known rating method is discussed and conjectures for improving are given. A special modification for rating treaties with larger priorities is presented.

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Kremer, E. Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach. Blätter DGVFM 19, 133–140 (1989). https://doi.org/10.1007/BF02809924

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  • DOI: https://doi.org/10.1007/BF02809924

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