Recursive Calculation of the Net Premium for Largest Claims Reinsurance Covers

E. Kremer

ASTIN Bulletin, 1986, vol. 16, issue 2, 101-108

Abstract: In the present paper the author investigates the problem of calculating the net premium for some versions of the largest claims reinsurance cover. A very handy recursive rating method is derived by applying some recursion formulas for the expectations of order statistics.

Date: 1986
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