Estimation of outstanding reinsurance recoveries on the basis of incomplete information
type: Item
instance of: scholarly article
title: Estimation of outstanding reinsurance recoveries on the basis of incomplete information
zbMATH Open document ID: 0494.62087
DOI: 10.1016/0167-6687(82)90015-4
published in: Insurance Mathematics \& Economics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 3778595
zbMATH Keywords: incomplete information
zbMATH Keywords: outstanding claims
zbMATH Keywords: excess-of-loss reinsurance
zbMATH Keywords: gross estimates
zbMATH Keywords: net estimates
zbMATH Keywords: reinsurance recoveries
zbMATH Keywords: retention limit
zbMATH Keywords: failure rate
author: Gregory Clive Taylor
MaRDI profile type: Publication
full work available at URL: 0167-6687(82)90015-4
OpenAlex ID: W2008738184
cites work: Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
cites work: Upper bounds on stop-loss premiums under constraints on claim size distribution
cites work: Integral representation and upper bounds for stop-loss premiums under constraints given by inequalities
description: scientific article; zbMATH DE number 3778595