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Aggregate claims from a risk have a compound Poisson distribution with parameter 1. Individual claims have ya, 1) = y(3,
Posted: Wed May 11, 2022 7:22 pm
by answerhappygod
- Aggregate Claims From A Risk Have A Compound Poisson Distribution With Parameter 1 Individual Claims Have Ya 1 Y 3 1 (21.15 KiB) Viewed 28 times
Aggregate claims from a risk have a compound Poisson distribution with parameter 1. Individual claims have ya, 1) = y(3, .06). The insurer's loading factor is 20% and reinsurer's loading factor is 30%. The insurer considers proportional reinsurance with 50% retention level vs. no reinsurance. Which option should the insurer choose to maximize adjustment coefficient?