Simple formulas for the premiums of the LCR and ECOMOR treaties under exponential claims sizes

Author:

Kremer Erhard

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Accounting

Reference16 articles.

1. Ammeter, H. (1964): The rating of “Largest claim” reinsurance covers. Quaterly letter from the Allgemeine Reinsurance Companies Jubilee, Number 2.

2. Beekman, J. A. (1974): Two stochastic processes. Almquist and Wiksell International, Stockholm.

3. Benktander, G. (1970): Schadenverteilung nach Grö\e in der Nicht-Lebens-Versicherung.

4. Mitteilungen der Vereinigung Schweizerischer Versicherungsmathematiker 1079, p. 263–283.

5. Benktander, G. (1978): Largest claims reinsurance (LCR). A quick method to calculate LCR-risk rates from excess of loss risk rates. Astin Bulletin 10, p. 54–58.

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1. Extreme Value Theory;Laws of Small Numbers: Extremes and Rare Events;2010-09-30

2. Largest claims reinsurance premiums for the Weibull model;Blätter der DGVFM;1998-04

3. Statistical Methods for Extremal Events;Modelling Extremal Events;1997

4. Recursive largest claims reinsurance rating, revisited;Blätter der DGVFM;1994-10

5. On a generalized total claims amount;Blätter der DGVFM;1990-04

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