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Blätter der DGVFM

, Volume 26, Issue 3, pp 501–510 | Cite as

On the variance of the ECOMOR

  • Erhard Kremer
Article

Summary

New, comparably simple results on the variance of the ECOMOR-treaty are derived.

Keywords

Claim Amount Large Claim Total Claim Amount Reinsurance Premium Reinsurance Treaty 
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.

Zur varianz des ECOMOR

Zusammenfassung

Neue, relativ einfache Resultate über die Varianz des ECOMOR werden hergeleitet.

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References

  1. [1]
    David, H. A. (1981) Order Statistics. Wiley and Sons.Google Scholar
  2. [2]
    Kremer, E. (1985) Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics and Economics.Google Scholar
  3. [3]
    Kremer E. (1990) On a generalized total claims amount. Blätter der deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  4. [4]
    Kremer, E. (1994) Recursive largest claims reinsurance rating, revisited. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  5. [5]
    Kremer, E. (1999) Applied Risk Theory. Shaker, Aachen.Google Scholar
  6. [6]
    Kremer, E. (2001) An elementary upper bound on the loading of the largest claims reinsurance cover. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  7. [7]
    Kremer, E. (2002) Largest claims reinsurance premiums under discrete claims sizes. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.Google Scholar
  8. [8]
    Kremer, E. (2004) Estimating the loading of the largest claims reinsurance cover. Journal of Nonlinear Analysis Series: B: Real World Applications.Was also the author’s contribution to the ASTIN Colloquium 2003 at Berlin.Google Scholar

Copyright information

© DAV/DGVFM 2004

Authors and Affiliations

  • Erhard Kremer
    • 1
  1. 1.Hamburg

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