Estimating the loading of the largest claims covers

DOI10.1016/J.NONRWA.2004.03.001MaRDI QIDQ2572154zbMATH OpenOpenAlexFDO

Authors Erhard Kremer

Publication date 14 November 2005

Published in Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nonrwa.2004.03.001

zbMATH Keywords

LoadingPremiumReinsurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

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Cites work

• An asymptotic formula for the net premium of some reinsurance treaties
• An elementary upper bound on the loading of a largest claims reinsurance cover
• Finite formulae for the premium of the general reinsurance treaty based on ordered claims
• scientific article; zbMATH DE number 3844885 (Why is no real title available?)
• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• Largest claims reinsurance premiums under discrete claims sizes
• Largest Claims Reinsurance Premiums under Possible Claims Dependence
• On a generalized total claims amount
• Recursive largest claims reinsurance rating, revisited
• The total claims amount of largest claims reinsurance treaties revisited

Cited in

(6)

• An Elementary Upper Bound for the Loading of a Stoploss Cover
• scientific article; zbMATH DE number 1222383 (Why is no real title available?)
• Recursive largest claims reinsurance rating, revisited
• An elementary upper bound on the loading of a largest claims reinsurance cover
• Largest claims reinsurance premiums under discrete claims sizes
• Bounds forL-Statistics from Weakly Dependent Samples of Random Length

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