A Note on the Net Premium for a Generalized Largest Claims Reinsurance Cover

Raoul M. Berglund

ASTIN Bulletin, 1998, vol. 28, issue 1, 153-162

Abstract: In the present paper the author gives net premium formulae for a generalized largest claims reinsurance cover. If the claim sizes are mutually independent and identically 3-parametric Pareto distributed and the number of claims has a Poisson, binomial or negative binomial distribution, formulae are given from which numerical values can easily be obtained. The results are based on identities for compounded order statistics.

Date: 1998
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