Marine is the oldest type of insurance coverage. Nevertheless, unlike cargo and hull covers, marine liability is a rather young line of business with claims that can have very heavy and long tails. For reinsurers, the accumulation of losses from an event insured by various Protection and Indemnity clubs is an additional source for very large claims in the portfolio. In this paper, we first describe some recent developments of the marine liability market and then statistically analyze a data set of large losses for this line of business in a detailed manner both in terms of frequency and severity, including censoring techniques and tests for stationarity over time. We further formalize and examine an optimization problem that occurs for reinsurers participating in XL on XL coverages in this line of business and give illustrations of its solution.

中文翻译：

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海洋责任组合建模

海军陆战队是最古老的保险类型。尽管如此，与货物和船体保护罩不同，海事责任是一项相对较年轻的业务，其索偿可能具有很长很长的尾巴。对于再保险公司而言，由各种保护和弥偿俱乐部承保的事件造成的损失累积是投资组合中非常大索赔的另一来源。在本文中，我们首先描述了海洋责任市场的一些最新发展，然后以频率和严重性的方式详细分析了该业务类别的重大损失的数据集，包括审查技术和平稳性检验。时间。我们进一步形式化并研究了在此业务范围内参与XL保险的XL再保险公司出现的优化问题，并给出了解决方案的说明。