Going Beyond Tradition – Reinsurance Treaty Pricing with Piecewise Pareto Distribution Typically, non-proportional treaty pricing of excess layers in P&C reinsurance is performed with well-known frequency and severity-based approaches using historical experience. For severity, it is a common practice to fit a single statistical distribution to historical claims. Fitting a single distribution to claims...

In our June 2020 Bulletin number 002/ARB-BULLETIN/06/2020 we reviewed the quarterly financial performance of local professional reinsurance companies (IPR) for 2018 and 2019. Based on their latest published 1st Quarter 2020 results, this Bulletin attempts to further graphically depict the individual financial performance of IPR members, particularly in the wake of the Jakarta floods...