In this paper we tackle the issue of analysing the mean value and variance of the retrospective premium, premium adopted by insurance companies and characterised by a random component. In particular, we study the role of the rating parameters. The case of a loss distribution approximated by a translated gamma distribution enables us to highlight some new analytical aspects.

On retrospective premium in insurance: the expected value and variance

Ferretti, Paola
2022-01-01

Abstract

In this paper we tackle the issue of analysing the mean value and variance of the retrospective premium, premium adopted by insurance companies and characterised by a random component. In particular, we study the role of the rating parameters. The case of a loss distribution approximated by a translated gamma distribution enables us to highlight some new analytical aspects.
File in questo prodotto:
File Dimensione Formato  
campana_ferrettiAMS5-8-2022.pdf

non disponibili

Tipologia: Versione dell'editore
Licenza: Accesso chiuso-personale
Dimensione 726.41 kB
Formato Adobe PDF
726.41 kB Adobe PDF   Visualizza/Apri

I documenti in ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/5016841
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact