Distributions de Pareto: Interets et limites en reassurance

Abstract
Instead of determining for a fire insurance portfolio the loss distribution purely based on the claims experience, we try to determine it based on the sums insured. Reinsurance Research - Loss Distributions, Size of
Volume
21:2
Page
239
Year
1991
Categories
Actuarial Applications and Methodologies
Ratemaking
Exposure Bases
Exposure Rating
Financial and Statistical Methods
Loss Distributions
Business Areas
Reinsurance
Publications
ASTIN Bulletin
Authors
Claude Huyghues-Beaufond