An asymptotic formula for the net premium of some reinsurance treaties
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Publication:3332133
DOI10.1080/03461238.1984.10413750zbMath0543.62089MaRDI QIDQ3332133
No author found.
Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413750
asymptotic formula; robust statistics; net premium; claim distribution; reinsurance treaties; ECOMOR; exact premium calculation; excess-of-loss, largest claims
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Recursive largest claims reinsurance rating, revisited, Largest claims reinsurance premiums for the Weibull model, Bounding techniques for the net premiums of generalized largest claims reinsurance treaties, On the choice of the parameter p of the LCR (p)-treaty, An elementary upper bound on the loading of a largest claims reinsurance cover, Largest claims reinsurance premiums under discrete claims sizes, Tail asymptotic expansions for \(L\)-statistics, Computing the mean and the variance of the cedent's share for largest claims reinsurance covers, Finite formulae for the premium of the general reinsurance treaty based on ordered claims, Estimating the loading of the largest claims covers, Fourier methods for the claims amounts of largest claims reinsurance covers, A Note on the Net Premium for a Generalized Largest Claims Reinsurance Cover, A generalized statistical XL-rating procedure, Eine verallgemeinerte statistische LCR-Tarifierungsmethode
Cites Work
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- Analytical best upper bounds on stop-loss premiums
- Linear functions of order statistics with smooth weight functions
- Approximation Theorems of Mathematical Statistics
- An Elementary Proof of Asymptotic Normality of Linear Functions of Order Statistics
- Functions of Order Statistics
