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A General Bound for the Net Premium of the Largest Claims Reinsurance Covers

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  • Kremer, Erhard

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).

Suggested Citation

  • Kremer, Erhard, 1988. "A General Bound for the Net Premium of the Largest Claims Reinsurance Covers," ASTIN Bulletin, Cambridge University Press, vol. 18(1), pages 69-78, April.
  • Handle: RePEc:cup:astinb:v:18:y:1988:i:01:p:69-78_00
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    1. repec:dau:papers:123456789/4715 is not listed on IDEAS
    2. Hess, Christian, 2009. "Computing the mean and the variance of the cedent's share for largest claims reinsurance covers," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 497-504, June.

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