Modalidades de reaseguro basadas en el número de siniestros

M. Àngels Pons Cardell; Francisco Javier Sarrasí Vizcarra

doi:10.24310/recta.24.1.2023.19862

Authors

M. Àngels Pons Cardell Universitat de Barcelona Spain
Francisco Javier Sarrasí Vizcarra Universitat de Barcelona Spain

DOI:

https://doi.org/10.24310/recta.24.1.2023.19862

Keywords:

Reaseguro, ordenación de riesgos, siniestros más grandes, siniestros más pequeños, simulación

Abstract

This paper introduces different types of reinsurance contracts based on the number of claims. To this aim, we propose to divide them into two categories: reinsurance of the k largest claims and reinsurance of the excess of the k smallest claims. This division depends on whether it is the reinsurer or the ceding company that establishes the number of claims to be borne by it. Within each category, three methods are proposed: quota share, excess of loss and stop loss, which depend on the way in which the transfer of risk between the ceding company and the reinsurer is made. To calculate the premium of the ceding company and the reinsurer, cost distribution functions of the

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References

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