Finite formulae for the premium of the general reinsurance treaty based on ordered claims
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Publication:1076469
DOI10.1016/0167-6687(85)90033-2zbMath0593.62113MaRDI QIDQ1076469
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90033-2
62P05: Applications of statistics to actuarial sciences and financial mathematics
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Cites Work
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- Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
- Analytical best upper bounds on stop-loss premiums
- An asymptotic formula for the net premium of some reinsurance treaties
- Upper bounds on stop-loss premiums under constraints on claim size distribution
