Bounding techniques for the net premiums of generalized largest claims reinsurance treaties
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Publication:5422756
DOI10.1007/BF02808856zbMath1320.91156OpenAlexW2048120830MaRDI QIDQ5422756
Publication date: 30 October 2007
Published in: Blätter der DGVFM (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02808856
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60)
Cites Work
- Finite formulae for the premium of the general reinsurance treaty based on ordered claims
- Fourier methods for the claims amounts of largest claims reinsurance covers
- An asymptotic formula for the net premium of some reinsurance treaties
- On a generalized total claims amount
- Largest Claims Reinsurance Premiums under Possible Claims Dependence
- The total claims amount of largest claims reinsurance treaties revisited
- Recursive largest claims reinsurance rating, revisited