| Jean-François Walhin curriculum | ||||||||||||
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| Date: Monday, March 18 |
Session: 07 |
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General Reinsurance |
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Summary A top and drop cover is a reinsurance cover that may be found on the retrocession world. It offers some capacity that may be used either for a top layer either for a working layer. In the latter case one speaks of a drop. I show in this paper how to use the multivariate version of the Panjer's algorithm in order to price this cover. |
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| Jean-François Walhin | ||||||||||||
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| Born 1971 Married; one daughter Actuary, Fellow of ARAB (Belgian Association of Actuaries). PhD in science. R&D Manager at Secura Belgian Re. Invited Professor at the Université Catholique de Louvain. Author of more than 15 publications in international refereed scientific journals. |
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