A General Bound for the Net Premium of the Largest Claims Reinsurance Covers-Reference-Cited by-同舟云学术

A General Bound for the Net Premium of the Largest Claims Reinsurance Covers

Published:1988-04 Issue:1 Volume:18 Page:69-78
ISSN:0515-0361
Container-title:ASTIN Bulletin
language:en
Short-container-title:ASTIN Bull.

Author:

Kremer Erhard

Abstract

AbstractFor a general class of reinsurance treaties the author gives an upper bound for the net premium. This result can be seen as the counterpart to a premium bound for the classical stop-loss reinsurance cover (see Bowers, 1969). For some special cases some preliminary work can be found in Kremer (1983).

Publisher

Cambridge University Press (CUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference16 articles.

1. Finite formulae for the premium of the general reinsurance treaty based on ordered claims;Kremer;Insurance: Mathematics and Economics,1985

2. Simple formulas for the premiums of the LCR and ECOMOR treaties under exponential claim sizes;Kremer;Blätter der deutschen Gesellschaft für Versicherungsmathematik,1986

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