On a generalized total claims amount
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Publication:3468507
DOI10.1007/BF02809567zbMath0693.62086MaRDI QIDQ3468507
Publication date: 1990
Published in: Blätter der DGVFM (Search for Journal in Brave)
Related Items (7)
Fourier methods for the claims amounts of largest claims reinsurance covers ⋮ Recursive largest claims reinsurance rating, revisited ⋮ Largest claims reinsurance premiums for the 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 ⋮ Estimating the loading of the largest claims covers
Cites Work
- Finite formulae for the premium of the general reinsurance treaty based on ordered claims
- Dirichlet's transformation and distributions of linear functions of ordered gamma variates
- Eine Charakterisierung des Standardabweichungsprinzips
- Numerische Berechnung von Gesamtschadenverteilungen
- Some Distributions of Ordered Values from Burr and Beta Distributions
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