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Document Details : Title: A General Bound for the Net Premium of the Largest Claims Reinsurance Covers Author(s): KREMER, Erhard Journal: ASTIN Bulletin Volume: 18 Issue: 1 Date: April 1988 Pages: 69-78 DOI: 10.2143/AST.18.1.2014961 Abstract : For a general class of reinsurance treaties the author gives an upper bound for the net premium. This result can be seen as the counterpart to a premium bound for the classical stop-loss reinsurance cover (see Bowers, 1969). For some special cases some preliminary work can be found in Kremer (1983). |
