Abstract
AbstractIn the present paper the author gives net premium formulae for a generalized largest claims reinsurance cover. If the claim sizes are mutually independent and identically 3-parametric Pareto distributed and the number of claims has a Poisson, binomial or negative binomial distribution, formulae are given from which numerical values can easily be obtained. The results are based on identities for compounded order statistics.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference15 articles.
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