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Document Details : Title: Pricing Excess of Loss Reinsurance with Reinstatements Author(s): MATA, A.J. Journal: ASTIN Bulletin Volume: 30 Issue: 2 Date: November 2000 Pages: 349-368 DOI: 10.2143/AST.30.2.504640 Abstract : In this paper we discuss the concept of excess of loss reinsurance with reinstatements. The main objective is to provide a methodology to calculate the distribution of total aggregate losses for two or more consecutive layers when there is a limited number of reinstatements. We also compare different premium principles and their properties to price these treaties for any number of free or paid reinstatements. |
