caa a22 4500 388071044 CHVBK 20180307125148.0 cr unu---uuuuu 161130e199911 xx s 000 0 eng 10.2143/AST.29.2.504620 doi S0515036100012630 pii (NATIONALLICENCE)cambridge-10.2143/AST.29.2.504620 A New Class of Bayesian Estimators in Paretian Excess-of-Loss Reinsurance [Elektronische Daten] For estimating the shape parameter of Paretian excess claims, certain Bayesian estimators, which are closely related to the Hill estimator, have been suggested in the insurance literature. It turns out that these estimators may have a poor performance - just as the Hill estimator - if a certain location parameter is unequal to zero in the Paretian modeling. In an alternative formulation this means that a scale parameter is unequal to 1. Thus, it suggests itself to add the scale parameter in the modeling and to deal with Bayesian estimators of the shape and scale parameters in a full Paretian model. These estimators will be applied to fire and motor reinsurance data. The performance of these estimators will be illustrated by means of Monte Carlo simulations. Copyright © International Actuarial Association 1999 Excess claims nationallicence Fire and motor reinsurance nationallicence Full Pareto model nationallicence Generalized Pareto model nationallicence Bayesian estimators nationallicence Hill estimator nationallicence Maximum likelihood estimator nationallicence Reiss R.-D Thomas M. ASTIN Bulletin Cambridge University Press 29/2(1999-11), 339-349 0515-0361 29:2<339 1999 29 ASB https://doi.org/10.2143/AST.29.2.504620 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.2143/AST.29.2.504620 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Reiss R.-D NATIONALLICENCE 700 1- Thomas M. NATIONALLICENCE 773 0- ASTIN Bulletin Cambridge University Press 29/2(1999-11), 339-349 0515-0361 29:2<339 1999 29 ASB CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge