Recursive largest claims reinsurance rating, revisited
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/BF02809486.pdf
Reference12 articles.
1. Ammeter, H. (1964): The rating of “largest claims” reinsurance covers. Quaterly letter from the allgemeene reinsurance companies. Bruxelles.
2. Berliner, B. (1980): On the rating of excess of loss covers under inflationary conditions. Unpublished manuscript.
3. Kremer, E. (1984): An 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 & Economics.
5. Kremer, E. (1986 a): Recursive calculation of the net premium for largest claims reinsurance covers. ASTIN bulletin.
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