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Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers

Published online by Cambridge University Press:  29 August 2014

E. Kremer
E. Kremer*
Affiliation:
Universität Hamburg
*
Institut für Mathematische Statistik, Universität Hamburg, D-2 Hamburg 13.
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Abstract

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In the present paper the author investigates the problem of calculating the net premium for some versions of the largest claims reinsurance cover. A very handy recursive rating method is derived by applying some recursion formulas for the expectations of order statistics.

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 16 , Issue 2 , November 1986 , pp. 101 - 108
Copyright
Copyright © International Actuarial Association 1986

References

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