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

Erhard Kremer

ASTIN Bulletin, 1988, vol. 18, issue 1, 69-78

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).

Date: 1988
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