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Eine Bemerkung zur Exposure-Tarifierung. (A note on exposure rating). (German) Zbl 0611.62133
A theoretical justification of exposure rating is given, and premium formulas based on statistics of claims or claim rates are derived.
MSC:
62P05 Applications of statistics to actuarial sciences and financial mathematics
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References:
[1] Bühlmann, H.: Mathematical Methods in Risk Theory. Springer, 1970. · Zbl 0209.23302
[2] Flemming, K.: Einführung in die Mathematik der Nichtlebens-Rückversicherung. Kölnische Rück, 1983.
[3] Gerathewohl, K.: Rückversicherung – Grundlagen und Praxis, Band I. Verlag Versicherungs-wirtschaft, 1976.
[4] Kremer, E.: Das allgemeine Exposure-Verfahren zur Tarifierung von Unfall-Schaden-exzedenten-VertrÄgen. BlÄtter der Deutschen Gesellschaft für Versicherungsmathematik XV, 1981, 195–200.
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