Finite formulae for the premium of the general reinsurance treaty based on ordered claims
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Publication:1076469
DOI10.1016/0167-6687(85)90033-2zbMath0593.62113OpenAlexW1977428891MaRDI QIDQ1076469
Publication date: 1985
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(85)90033-2
Related Items (15)
On a generalized total claims amount ⋮ Net premium of the drop down excess of loss cover ⋮ A generalized statistical XL-rating procedure ⋮ Recursive largest claims reinsurance rating, revisited ⋮ On approximating aggregate claims distributions and stop-loss premiums by truncation ⋮ Eine verallgemeinerte statistische LCR-Tarifierungsmethode ⋮ Largest claims reinsurance premiums for the generalized Weibull model ⋮ Bounding techniques for the net premiums of generalized largest claims reinsurance treaties ⋮ On the choice of the parameter p of the LCR (p)-treaty ⋮ An elementary upper bound on the loading of a largest claims reinsurance cover ⋮ Largest claims reinsurance premiums under discrete claims sizes ⋮ Joint tail of ECOMOR and LCR reinsurance treaties ⋮ Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims ⋮ Computing the mean and the variance of the cedent's share for largest claims reinsurance covers ⋮ Estimating the loading of the largest claims covers
Cites Work
- Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
- Analytical best upper bounds on stop-loss premiums
- An asymptotic formula for the net premium of some reinsurance treaties
- Upper bounds on stop-loss premiums under constraints on claim size distribution
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