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

DOI10.1007/BF02809089zbMath1320.91084MaRDI QIDQ5422766

Erhard Kremer

Publication date: 30 October 2007

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

• 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 limit-equivalence of the excess-of-loss and largest claims reinsurance treaty
• The total claims amount of largest claims reinsurance treaties revisited
• Recursive largest claims reinsurance rating, revisited

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