An Elementary Upper Bound for the Loading of a Stoploss Cover

DOI10.1080/03461238.1990.10413875MaRDI QIDQ3990296zbMATH OpenOpenAlexFDO

Authors Erhard Kremer

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1080/03461238.1990.10413875

zbMATH Keywords

Cauchy-Schwarz- inequalitypremium boundsreinsurance treatystoploss coverupper boundvariance of the claims amount

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• An elementary upper bound on the loading of a largest claims reinsurance cover
• scientific article; zbMATH DE number 232288
• Estimating the loading of the largest claims covers
• Elementary upper bounds for the variance of a general reinsurance treaty
• scientific article; zbMATH DE number 3960842

Cited in

(5)

• Non-optimality of a linear combination of proportional and non-proportional reinsurance
• Indifference pricing of insurance contracts in a product space model
• Elementary upper bounds for the variance of a general reinsurance treaty
• scientific article; zbMATH DE number 232288 (Why is no real title available?)
• An elementary upper bound on the loading of a largest claims reinsurance cover

This page was built for publication: An Elementary Upper Bound for the Loading of a Stoploss Cover

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3990296)