Largest claims reinsurance premiums under possible claims dependence

ASTIN Bulletin

Volumn 28, Issue 2, 1998, Pages 257-267

  Kremer, Erhard ^a  

^a UNIVERSITY OF HAMBURG   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85011438631     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.28.2.519069     Document Type: Article

References (18)

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3. Bühlmann, H. (1970): Mathematical methods in risk theory. Springer Verlag, Berlin & Heidelberg, chapter 5.
4. Heilmann, W.R. (1986): On the impact of the independence of risks on stop loss premiums. Insurance: Mathematics and Economics, 197–199.
5. De Vylder, F. and Goovaerts, M. (1983): Best bounds on the stoploss in case of known range, expectations, variance and mode of the risk. Insurance: Mathematics and Economics, 241–249.
6. Kremer, E. (1984): An asymptotic formula for the net premium of some reinsurance treaties. Scandinavian Actuarial Journal, 11–22.
7. Kremer, E. (1985): Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics and Economics, 233–238.
8. Kremer, E. (1986): Recursive calculation of the net premium for largest claims reinsurance covers. ASTIN Bulletin, 101–108.
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10. Kremer, E. (1990 a): On a generalized total claims amount. Blatter der deutschen Gesellschaft für Versicherungsmathematik, 183–189.
11. Kremer, E. (1990 b): The asymptotic efficiency of largest claims reinsurance treaties. ASTIN Bulletin, 12–22.
12. Kremer, E. (1990 c): An elementary upper bound on the loading of the stop loss cover. Scandinavian Actuarial Journal, 105–108.
13. Kremer, E. (1992): The total claims amount of largest claims reinsurance treaties revisited. Blätter der deutschen Gesellschaft für Versicherungsmathematik, 431–440.
14. Kremer, E. (1994 a): Recursive largest claims reinsurance rating, revisited. Blätter der deutschen Gesellschaft für Versicherungsmathematik, 457–469.
15. Kremer, E. (1994 b): The asymptotic efficiency of the ECOMOR cover. Proceedings of the DGOR/NSOR meeting at Amsterdam in August 1993.
16. Kremer, E. (1998): Largest claims reinsurance premiums for the Weibull model. Blätter der deutschen Gesellschaft für Versicherungsmathematik, 279–284.
17. Rychlik, T. (1994): Distributions and expectations of order statistics for possibly dependent random variables. Journal of multivariate analysis, 31–42.
18. Thesen, G. (1937): Le calcul de la prime en réassurance d'excédent de sinistres. Scandinavian Actuarial Journal, 272–279.