Fourier methods for the claims amounts of largest claims reinsurance covers

DOI10.1007/BF02818379zbMath0723.62069MaRDI QIDQ3210746

Erhard Kremer

Publication date: 1991

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

Fourier analysisgeneralized reinsurance coversgeneralized total claims amount

Mathematics Subject Classification ID

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

Related Items (2)

The total claims amount of largest claims reinsurance treaties revisited ⋮ Bounding techniques for the net premiums of generalized largest claims reinsurance treaties

Cites Work

• Dirichlet's transformation and distributions of linear functions of ordered gamma variates
• An asymptotic formula for the net premium of some reinsurance treaties
• On a generalized total claims amount
• Numerische Berechnung von Gesamtschadenverteilungen

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