Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
From MaRDI portal
Publication:1053406
DOI10.1016/0167-6687(83)90013-6zbMath0517.62101OpenAlexW2023454849MaRDI QIDQ1053406
Publication date: 1983
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(83)90013-6
nonproportional reinsurancedistribution-free upper premium-boundsECOMOR reinsuranceLCR treatiesnet risk premiums
Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)
Related Items (8)
Finite formulae for the premium of the general reinsurance treaty based on ordered claims ⋮ On a family of risk measures based on largest claims ⋮ Eine verallgemeinerte statistische LCR-Tarifierungsmethode ⋮ An asymptotic formula for the net premium of some reinsurance treaties ⋮ Largest claims reinsurance premiums under discrete claims sizes ⋮ Iterated probability distributions and extremes with random sample size ⋮ Reinsurance of large claims ⋮ On transform orders for largest claim amounts
Cites Work
This page was built for publication: Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
