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Document Details : Title: Largest Claims Reinsurance Premiums under Possible Claims Dependence Author(s): KREMER, Erhard Journal: ASTIN Bulletin Volume: 28 Issue: 2 Date: November 1998 Pages: 257-267 DOI: 10.2143/AST.28.2.519069 Abstract : Largest claims reinsurance covers are reconsidered. Allowing the original claims sizes to be not necessarily independent, a new, upper premium bound is derived and explored. |