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This paper developes a simple discrete model to determine catastrophic loss indexes underlying insurance-linked derivatives. To this aim, we consider just a single catastrophe ocurring in each interval, whose total amount results from the sum of two variables: the incurred-but-not-yet-reported claims amount and that of the reported claims. Our model’s core assumption is that the incurred-but-not-yet-reported claims amount decreases proportionally in time at the rate of a constant named ''nominal claim reporting rate,'' which coincides with the effective claim reporting rate in the case of unitary periods, and which works as a nominal rate of discount.

revista ibero-latinoamericana de seguros/revista ibero-latinoamericana de seguros

Modelo discreto cierto (y simple) para determinar una ratio de pérdidas por catástrofes subyacente de los derivados sobre seguros (insurance-linked derivatives, ils)