An asymptotic formula for the net premium of some reinsurance treaties
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1984.10413750
Reference16 articles.
1. Largest Claims Reinsurance (LCR). A Quick Method to Calculate LCR-Risk Rates from Excess of Loss Risk Rates
2. Correlations between excess of loss reinsurance covers and reinsurance of the n largest claims baruch berliner
3. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
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