Erhard Kremer

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Person:859545

Available identifiers

zbMath Open kremer.erhard-kWikidataQ130773050 ScholiaQ130773050MaRDI QIDQ859545

List of research outcomes





PublicationDate of PublicationType
Premium formulas for general drop down excess of loss covers2016-04-07Paper
A very practical solution to the retention problem for an excess-of-loss treaty2016-02-26Paper
Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession2014-08-05Paper
Bayes statistics for mixed Erlang-models2011-07-21Paper
Threshold lossreserving2010-05-27Paper
Largest Claims Reinsurance Premiums under Possible Claims Dependence2009-06-15Paper
Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald2007-10-30Paper
Bounding techniques for the net premiums of generalized largest claims reinsurance treaties2007-10-30Paper
An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles2007-10-30Paper
Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie2007-10-30Paper
Limit-determination for the excess-of-loss treaty in case of simple retrocession2007-10-30Paper
An elementary upper bound on the loading of a largest claims reinsurance cover2007-10-30Paper
Largest claims reinsurance premiums under discrete claims sizes2007-10-30Paper
Minimum distance loss-reserving2007-10-30Paper
BAP and credibility2007-10-30Paper
Stochastie Scadeninflation in IBNR;Stochastic claims inflation in IBNR2007-10-30Paper
Further on stochastic discounting2007-10-30Paper
Ein Katastrophen-Gruppen-Lebensversicherungsvertrag2007-10-30Paper
Additional on “stochastic claims inflation in IBNR”2007-10-30Paper
On the choice of the parameter p of the LCR (p)-treaty2007-10-30Paper
An upper bound on the premium of the stop-loss treaty2007-10-30Paper
The mean internal interest-intensity in a certain stochastic interest-model2007-10-30Paper
Net premium of the drop down excess of loss cover2007-01-16Paper
Introduction to the mathematics of Bayes statistics for actuaries and others.2006-03-29Paper
Estimating the loading of the largest claims covers2005-11-14Paper
Credibility in evolutionary models revisited1999-11-28Paper
Largest claims reinsurance premiums for the Weibull model1998-11-15Paper
More on Robust Lagfactors1998-11-11Paper
On stochastic discounting1998-06-11Paper
A short note on immunization1998-06-11Paper
Largest claims reinsurance premiums for the generalized Weibull model1998-06-11Paper
Nonlinear models in claim reserving1998-03-05Paper
A characterization of the generalized Pareto-distribution with an application to reinsurance1997-12-02Paper
Robust lagfactors1997-12-02Paper
On the loading of the esscher-premium1997-01-14Paper
Credibility for stationarity1996-11-19Paper
Effiziente berechnung der ruinwahrscheinlichkeit für den klassischen schadenexzedentenvertrag1996-09-03Paper
INAR and IBNR1996-01-14Paper
Empirical kalman-Credibility1995-07-02Paper
Recursive largest claims reinsurance rating, revisited1995-03-16Paper
A (new) nonparametric method for XL-rating1995-01-31Paper
More on the probable maximum loss1995-01-05Paper
Random coefficient autoregressive loss reserving1994-10-25Paper
https://portal.mardi4nfdi.de/entity/Q42978291994-09-26Paper
The total claims amount of largest claims reinsurance treaties revisited1993-04-01Paper
The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty1992-09-27Paper
An Elementary Upper Bound for the Loading of a Stoploss Cover1992-06-28Paper
Large claims in credibility1992-06-27Paper
Fourier methods for the claims amounts of largest claims reinsurance covers1991-01-01Paper
On a generalized total claims amount1990-01-01Paper
On the probable maximum loss1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30318131989-01-01Paper
On the numerical evaluation of the ultimate ruin probability1989-01-01Paper
Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach1989-01-01Paper
Box-Jenkins credibility1988-01-01Paper
Eine verallgemeinerte statistische LCR-Tarifierungsmethode1988-01-01Paper
Some approximations of ultimate ruin probability for finite initial surplus1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30300951987-01-01Paper
A generalized statistical XL-rating procedure1986-01-01Paper
Finite formulae for the premium of the general reinsurance treaty based on ordered claims1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37006521985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37216581985-01-01Paper
Behavior of Two-Sample Rank Tests at Infinity1985-01-01Paper
A class of autoregressive models for predicting the final claims amount1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33212981984-01-01Paper
Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36589831983-01-01Paper
The burning cost method and ratio estimation1983-01-01Paper
IBNR-claims and the two-way model of ANOVA1982-01-01Paper
Credibility theory for some evolutionary models1982-01-01Paper
Exponential smoothing and credibility theory1982-01-01Paper
Local Bahadur efficiency of rank tests for the independence problem1981-01-01Paper
Asymptotic optimality of all signed rank tests at infinity1981-01-01Paper
Repeated chi-square testing1981-01-01Paper
Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem1979-01-01Paper

Research outcomes over time

This page was built for person: Erhard Kremer