Eine verallgemeinerte statistische LCR-Tarifierungsmethode

DOI10.1007/BF02808822zbMath0664.62109MaRDI QIDQ3814618

Erhard Kremer

Publication date: 1988

Published in: Blätter der DGVFM (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
• 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

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