Property Insurance Loss Distributions

Topics:
Insurance
Tags:
Business Operations,
Property Insurance,
Property Claim Services,
Insurance,
Indice,
Financial Planning,
Finance,
Distribution,
Corporate Insurance,
Reed Elsevier Inc.
Source:
Reed Elsevier

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Overview: Property claim services (PCS) provides indices for losses resulting from catastrophic events. This paper in detail deals with a study which presents these indices and takes a closer look at distributions underlying insurance claims. Surprisingly, the lognormal distribution seems to give a better fit than the Paretian one. Moreover, lagged autocorrelation study reveals a mean-reverting structure of indices returns.

(Is this item miscategorized? Does it need more tags? Let us know.)

Format: PDF | Size: 235KB | Date: Jul 2000 | Pages: 10

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