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Distributions de Pareto: Intérêts et limites en réassurance

Published online by Cambridge University Press:  29 August 2014

Par Claude Huyghues-Beaufond
Par Claude Huyghues-Beaufond*
Affiliation:
Assurances Générales de France, Paris, France
*
Assurances Générales de France, 8-10 rue Villedo, F-75001, Paris.
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Abstract

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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.

Keywords

Loss distribution based on sums insuredPareto distribution
Type
Workshop
Information
ASTIN Bulletin: The Journal of the IAA , Volume 21 , Issue 2 , November 1991 , pp. 239 - 251
Copyright
Copyright © International Actuarial Association 1991

References

Bibliographie

[1]Straub, Erwin (1971) Estimation of the number of Excess Claims by means of the Credibility theory. ASTIN Bulletin V.Google Scholar
[2]Rytgaard, Mette (1989) Estimation of the Pareto Distribution, (XXIe Colloque Astin à New-York).Google Scholar