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Blätter der DGVFM

, Volume 24, Issue 3, pp 599–602 | Cite as

Bounding techniques for the net premiums of generalized largest claims reinsurance treaties

  • Erhard Kremer
Leserforum
  • 12 Downloads

Summary

Numerical techniques for bounding the net premiums of generalized largest claims reinsurance covers are given.

Keywords

Claim Size Total Claim Amount Reinsurance Treaty Large Claim Reinsurance Scandinavian Actuarial Journal 
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

Numerische Techniken zur Abschätzung der Nettoprämien der verallgemeinerten Höchstschadenrückversicherungsverträge werden gegeben.

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References

  1. Kremer, E. (1984): An asymptotic formula for the net premium of some reinsurance treaties. Scandinavian Actuarial Journal.Google Scholar
  2. Kremer, E. (1985): Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics & Economics.Google Scholar
  3. Kremer, E. (1986): Recursive calculation of the net premium of largest claims reinsurance covers. Astin bulletin.Google Scholar
  4. Kremer, E. (1988): A general bound for the net premium of largest claims reinsurance treaties. Astin bulletin.Google Scholar
  5. Kremer, E. (1990a): On a generalized total claims amount. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  6. Kremer, E. (1990b): Largest claims reinsurance premiums under a generalized claims size model. Bulletin des Actuaires Royales Belge.Google Scholar
  7. Kremer, E. (1990c): The asymptotic efficiency of largest claims reinsurance covers. Astin bulletin.Google Scholar
  8. Kremer, E. (1991): Fourier methods for largest claims reinsurance. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  9. Kremer, E. (1992): The total claims amount of largest claims reinsurance, revisited. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  10. Kremer, E. (1994): Recursive largest claims reinsurance rating, revisited. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  11. Kremer, E. (1997): Largest claims reinsurance premium for the Weibull model. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  12. Kremer, E. (1998): Largest claims reinsurance premiums under possible dependence. Astin Bulletin.Google Scholar

Copyright information

© DAV/DGVFM 2000

Authors and Affiliations

  • Erhard Kremer
    • 1
  1. 1.Hamburg

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