Largest Claims Reinsurance Premiums under Possible Claims Dependence
Work
Year: 1998
Type: article
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.
Source: Astin Bulletin
Author Erhard Kremer
Institution Universität Hamburg
Cites: 17
Cited by: 31
Related to: 10
FWCI: 2.558
Citation percentile (by year/subfield): 91.11
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: bronze