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Allgemeine Prämienformeln für eine Klasse von Rückversicherungs-Verträgen

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DGOR

Part of the book series: Operations Research Proceedings 1985 ((ORP,volume 1985))

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Zusammenfassung

Der Autor definiert eine umfassende Klasse von Rückversicherungsverträgen und gibt mehrere allgemeine Prämienformeln unter verschiedenen Modellannahmen an.

Die Arbeit vermittelt einen Überblick über mehrere Publikationen des Verfassers.

Summary

The author defines a general class of reinsurance treaties and states some general premium formulae under different model assumptions.

The paper gives a survey on several publications of the author.

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Literatur

  • Benktander, G. (1978): Largest claims reinsurance (LCR): A quick method to calculate LCR-risk rates from excess of loss risk rates. Astin Bulletin 10.

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  • Flemming, K.: (1983): Einführung in die Mathematik der Nichtlebensrückversicherung. Schriftenreihe der Kölnischen Rück.

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  • Kremer, E. (1982): Rating of largest claims and ECOMOR reinsurance treaties for large portfolios. Astin Bulletin 13.

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  • Kremer, E. (1983): Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties. Insurance: Mathematics & Economics.

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  • Kremer, E. (1984): An asymptotic formula for the net premium of some reinsurance treaties. Scandinavian Actuarial Journal.

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  • Kremer, E. (1985a): Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Insurance: Mathematics and Economics.

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  • Kremer, E. (1985b): Reinsurance premiums under special claims number distributions. Submitted for publication.

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© 1986 Springer-Verlag Berlin Heidelberg

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Kremer, E. (1986). Allgemeine Prämienformeln für eine Klasse von Rückversicherungs-Verträgen. In: Streitferdt, L., Hauptmann, H., Marusev, A.W., Ohse, D., Pape, U. (eds) DGOR. Operations Research Proceedings 1985, vol 1985. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-71161-9_38

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  • DOI: https://doi.org/10.1007/978-3-642-71161-9_38

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-71162-6

  • Online ISBN: 978-3-642-71161-9

  • eBook Packages: Springer Book Archive

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