Recursive largest claims reinsurance rating, revisited

DOI10.1007/BF02809486zbMath0808.62099MaRDI QIDQ4320327

Erhard Kremer

Publication date: 16 March 1995

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

zbMATH Keywords

reinsurance treatiesgeneralized largest claimslargest claims reinsurance coverrecursive rating method

Mathematics Subject Classification ID

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

Related Items (6)

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 ⋮ Estimating the loading of the largest claims covers

Cites Work

• Finite formulae for the premium of the general reinsurance treaty based on ordered claims
• An asymptotic formula for the net premium of some reinsurance treaties
• On a generalized total claims amount
• The total claims amount of largest claims reinsurance treaties revisited

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