{"title":"A Closed Form Approximation for Deriving Expected Losses in Excess Loss Life Reinsurance","authors":"Nikolaos Georgiopoulos","doi":"10.2139/SSRN.2619316","DOIUrl":null,"url":null,"abstract":"This article presents a straightforward approach of approximating expected losses in excess loss life reinsurance using a closed form solution based on Lyapunov's central limit theorem. This approach can be used in the calculation of the best estimate of excess loss life reinsurance liabilities and reinsurance recoverables.","PeriodicalId":40732,"journal":{"name":"South African Actuarial Journal","volume":null,"pages":null},"PeriodicalIF":0.1000,"publicationDate":"2018-01-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"South African Actuarial Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/SSRN.2619316","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
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Abstract
This article presents a straightforward approach of approximating expected losses in excess loss life reinsurance using a closed form solution based on Lyapunov's central limit theorem. This approach can be used in the calculation of the best estimate of excess loss life reinsurance liabilities and reinsurance recoverables.
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