1. 

   Vinny23 Member

   Hello all,
   
   I am looking for litterature on Pareto rating to price excess of loss reinsurance. Can anyone please let me know of any paper where I can get more info on this?
   
   Thanks,
   Vinay

    

   Vinny23, Nov 8, 2007

   #1
2. 

   Ian Senator ActEd Tutor Staff Member

   If you Google on 'pareto rating excess of loss', it brings up a whole host of papers, some from GIRO, some from CAS website, etc...

    

   Ian Senator, Nov 8, 2007

   #2
3. 

   Gareth Member

   there's a good paper from swiss re on this:
   
   http://www.swissre.com/resources/50149a00455c7de6b988bb80a45d76a0-pareto_eng.Paras.0007.File.pdf

    

   Gareth, Nov 9, 2007

   #3

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