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Document Details :
Title: Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers
Author(s): KREMER, E.
Journal: ASTIN Bulletin
Volume: 16 Issue: 2 Date: November 1986
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.