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

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Blätter der DGVFM

Zusammenfassung

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

Summary

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

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References

  • Kremer, E. (1984): An asymptotic formula for the net premium of some reinsurance treaties. Scandinavian Actuarial Journal.

  • Kremer, E. (1985): Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics & Economics.

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  • Kremer, E. (1986): Recursive calculation of the net premium of largest claims reinsurance covers. Astin bulletin.

  • Kremer, E. (1988): A general bound for the net premium of largest claims reinsurance treaties. Astin bulletin.

  • Kremer, E. (1990a): On a generalized total claims amount. Blätter der deutschen Gesellschaft für Versicherungsmathematik.

  • Kremer, E. (1990b): Largest claims reinsurance premiums under a generalized claims size model. Bulletin des Actuaires Royales Belge.

  • Kremer, E. (1990c): The asymptotic efficiency of largest claims reinsurance covers. Astin bulletin.

  • Kremer, E. (1991): Fourier methods for largest claims reinsurance. Blätter der deutschen Gesellschaft für Versicherungsmathematik.

  • Kremer, E. (1992): The total claims amount of largest claims reinsurance, revisited. Blätter der deutschen Gesellschaft für Versicherungsmathematik.

  • Kremer, E. (1994): Recursive largest claims reinsurance rating, revisited. Blätter der deutschen Gesellschaft für Versicherungsmathematik.

  • Kremer, E. (1997): Largest claims reinsurance premium for the Weibull model. Blätter der deutschen Gesellschaft für Versicherungsmathematik.

  • Kremer, E. (1998): Largest claims reinsurance premiums under possible dependence. Astin Bulletin.

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Author information

Authors and Affiliations

  1. Hamburg

    Erhard Kremer

Authors
  1. Erhard Kremer
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Kremer, E. Bounding techniques for the net premiums of generalized largest claims reinsurance treaties. Blätter DGVFM 24, 599–602 (2000). https://doi.org/10.1007/BF02808856

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  • DOI: https://doi.org/10.1007/BF02808856

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