An asymptotic formula for the net premium of some reinsurance treaties

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Publication:3332133


DOI10.1080/03461238.1984.10413750zbMath0543.62089MaRDI QIDQ3332133

No author found.

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413750

zbMATH Keywords

asymptotic formula; robust statistics; net premium; claim distribution; reinsurance treaties; ECOMOR; exact premium calculation; excess-of-loss, largest claims


Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics


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Cites Work

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