 previous article in this issue | next article in this issue  |
|
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 Pages: 101-108 DOI: 10.2143/AST.16.2.2015002 Abstract : 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. |
