The effect of reinsurance treaties on the cedent loss reserving
Amir T. Payandeh Najafabadi,
Fatemeh Atatalab
Abstract:Purpose
The usual, simple and computationally expensive recovery payment method for a given reinsurance treaty, besides the total run-off triangle, builds a new run-off triangle, say recovery run-off triangle, for the reinsurer’s contribution and predicts the reinsurer’s contribution to the total loss reserves. This paper, without building a recovery run-off triangle, uses the available prior knowledge about a reinsurance treaty to predict the cedent’s loss reserve under five reinsurance treaties.
Design/met… Show more
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