Advertisement

Blätter der DGVFM

, Volume 23, Issue 3, pp 441–443 | Cite as

Largest claims reinsurance premiums for the generalized Weibull model

  • Erhard Kremer
Leserforum
  • 23 Downloads

Summary

The netpremium of the largest-claims-reinsurance is discussed in a short under assumption of generalized-Weibull-distributed claims sizes.

Keywords

Term Structure Weibull Model Numerical Integration Method Claim Size Claim Amount 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Zusammenfassung

Die Nettoprämie der Höchstschadenrückversicherung wird kurz diskutiert unter der Annahme verallgemeinert-Weibull-verteilter Schadenhöhen.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Kremer, E. (1985): Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics & Economics.Google Scholar
  2. Kremer, E. (1990): Largest claims reinsurance premiums for a generalized claims size model. Bulletin of the association of Belgian Actuaries.Google Scholar
  3. Kremer, E. (1998): Largest claims reinsurance premiums for the Weibull model. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  4. Mudholkar, G. S., Srivastava, D. K., andKollia, G. D. (1996): A generalization of the Weibull distribution with application to the analysis of survival data. Journal of the American Statistical Association.Google Scholar

Copyright information

© DAV/DGVFM 1998

Authors and Affiliations

  • Erhard Kremer
    • 1
  1. 1.Hamburg

Personalised recommendations