Estimating the loading of the largest claims covers

DOI10.1016/J.NONRWA.2004.03.001zbMath1074.62066OpenAlexW2071987126MaRDI QIDQ2572154

Erhard Kremer

Publication date: 14 November 2005

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2004.03.001

zbMATH Keywords

ReinsuranceLoadingPremium

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05)

Related Items (1)

Bounds forL-Statistics from Weakly Dependent Samples of Random Length

Cites Work

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• Finite formulae for the premium of the general reinsurance treaty based on ordered claims
• An asymptotic formula for the net premium of some reinsurance treaties
• On a generalized total claims amount
• Largest Claims Reinsurance Premiums under Possible Claims Dependence
• The total claims amount of largest claims reinsurance treaties revisited
• Recursive largest claims reinsurance rating, revisited
• An elementary upper bound on the loading of a largest claims reinsurance cover
• Largest claims reinsurance premiums under discrete claims sizes

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