The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty

DOI10.1007/BF02808424zbMath0748.62059MaRDI QIDQ4012965

Erhard Kremer

Publication date: 27 September 1992

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

zbMATH Keywords

asymptotic efficiencylimiting efficiencyexcess-of-loss treatylargest claims reinsurance covers

Mathematics Subject Classification ID

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

Related Items (1)

On the choice of the parameter p of the LCR (p)-treaty

Cites Work

• Optimal reinsurances

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