The total claims amount of largest claims reinsurance treaties revisited

DOI10.1007/BF02808435zbMath0781.62164MaRDI QIDQ4030343

Erhard Kremer

Publication date: 1 April 1993

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

zbMATH Keywords

densitiesreinsuranceanalytic expressionsexponentially distributed claims sizesgeneralised total claims amount

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15)

Related Items (6)

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 ⋮ Estimating the loading of the largest claims covers

Cites Work

• Unnamed Item
• Fourier methods for the claims amounts of largest claims reinsurance covers
• Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier Transform?
• The numerical evaluation of the aggregate claim density function via integral equations
• Numerische Berechnung von Gesamtschadenverteilungen

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