mbbefd

MaRDI QIDQ125237CRANFDO

Authors Giorgio Alfredo Spedicato, Christophe Dutang

Last update 28 August 2023

Copyright license GNU General Public License, version 2.0

Software version identifier 0.8.10, 0.1, 0.5.0.1, 0.5, 0.6.1, 0.6, 0.7, 0.8-0, 0.8-5, 0.8.7, 0.8.8.1, 0.8.8.2, 0.8.8.3, 0.8.8.5, 0.8.8, 0.8.9.1, 0.8.11

Description

Distributions that are typically used for exposure rating in general insurance, in particular to price reinsurance contracts. The vignette shows code snippets to fit the distribution to empirical data. See, e.g., Bernegger (1997) <doi:10.2143/AST.27.1.563208> freely available on-line.

Cites work

• The Swiss Re Exposure Curves and the MBBEFD Distribution Class

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