An elementary upper bound on the loading of a largest claims reinsurance cover

DOI10.1007/BF02809054zbMath1354.91070MaRDI QIDQ5422786

Erhard Kremer

Publication date: 30 October 2007

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

Mathematics Subject Classification ID

Related Items (1)

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
• Largest Claims Reinsurance Premiums under Possible Claims Dependence
• An Elementary Upper Bound for the Loading of a Stoploss Cover
• The total claims amount of largest claims reinsurance treaties revisited
• Recursive largest claims reinsurance rating, revisited
• Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie
• Largest claims reinsurance premiums under discrete claims sizes

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