Computing the mean and the variance of the cedent’s share for largest claims reinsurance covers-Reference-Cited by-同舟云学术

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Computing the mean and the variance of the cedent’s share for largest claims reinsurance covers

Published:2009-06 Issue:3 Volume:44 Page:497-504
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Hess Christian

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference20 articles.

1. Bathossi, D., 2003. Évaluation des risques extrêmes dans les opérations d’assurance et de réassurance, Thesis, Université Paris Dauphine

2. Largest claims and ecomor reinsurance;Beirlant,2004

3. Statistics of Extremes - Theory and Applications;Beirlant,2004

4. A note on the net premium for a generalized largest claims reinsurance cover;Berglund;ASTIN Bulletin,1998

5. Ciminelli, E., 1976. On the distribution of the highest claims and its application to the automobile insurance liability. In: Transactions of the 20th International Congress of Actuaries. pp. 501–517

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The effect of reinsurance treaties on the cedent loss reserving;Journal of Modelling in Management;2023-08-23

2. On impact of largest claims reinsurance treaties on the ceding company’s loss reserve;Annals of Actuarial Science;2023-02-01

3. Applications of Extreme Statistics in Science, Engineering, and Economics;Wiley StatsRef: Statistics Reference Online;2015-09-16

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