Bounding techniques for the net premiums of generalized largest claims reinsurance treaties (Q5422756): Difference between revisions

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+An asymptotic formula for the net premium of some reinsurance treaties
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+Finite formulae for the premium of the general reinsurance treaty based on ordered claims
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+On a generalized total claims amount
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+Fourier methods for the claims amounts of largest claims reinsurance covers
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+The total claims amount of largest claims reinsurance treaties revisited
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+Recursive largest claims reinsurance rating, revisited
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+Largest Claims Reinsurance Premiums under Possible Claims Dependence
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+https://doi.org/10.1007/bf02808856
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+W2048120830
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+Publication:5422756