论PEBLE方法及其在事故超赔再保险定价中的应用

非寿险精算上的传统定价方法仅仅适用于个险产品的定价,当面对可能导致多个保险标的受损的群发事件或者巨灾事故时,这些传统的定价方法往往无法发挥作用。PEBLE方法是近年来国际保险精算领域新出现的一种精算方法,它可以用来对群发事件或巨灾事故进行定价,而且它的定价过程还可以使定价人员更清晰地了解和控制其中的过程方差和参数风险。事故超赔再保险是一种重要的再保险形式,我们可以应用PEBLE方法对其进行定价。本文以人身意外险事故超赔再保险为例,来阐述PEBLE方法在事故超赔再保险定价中的应用。

The traditional pricing methods in non -life actuarial science are only applicable to personal lines pricing. Facing the group accidents or the catastrophe events that can result in losses of many insureds, the traditional pricing methods can usually do nothing. The PEBLE method is a new kind of actuarial method that has recently appeared in the international insurance actuarial field. The PEBLE method can not only be used to estimate the loss cost of the group accidents or the catastrophe events, but also make the pricing staff clearly understand and control the process variance and parameter risks during its pricing procedure. Per occurrence excess of loss reinsurance is an important form of reinsurance, to which the PLBLE method can be applicable when pricing. The article takes the personal accident lines per occurrence excess of loss reinsurance for example to explain how the PEBLE method can be used in pricing the per occurrence excess of loss reinsurance.