An elementary upper bound on the loading of a largest claims reinsurance cover
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Accounting
Link
http://link.springer.com/content/pdf/10.1007/BF02809054.pdf
Reference14 articles.
1. Ammeter, H. (1964): The rating of “Largest claims” reinsurance covers. Quarterly letter. Jubilee number 2.
2. De Vylder, F., Goovaerts M. J. andH. Haezendonck (1984): Insurance Premiums. North Holland, Amsterdam.
3. Kremer, E. (1984): A asymptotic formula for the net premium of some reinsurance treaties. Scandinavian Actuarial Journal.
4. Kremer, E. (1985): Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics and Economics.
5. Kremer, E. (1986): Recursive calculation of the net premium for largest claims reinsurance covers. Astin bulletin.
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