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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.