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

Published online by Cambridge University Press:  29 August 2014

Erhard Kremer
Erhard Kremer*
Affiliation:
Universität Hamburg
*
Institut für Mathematische Stochastik, Universität Hamburg, D-2000 Hamburg 13, Germany
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Abstract

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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).

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 18 , Issue 1 , April 1988 , pp. 69 - 78
Copyright
Copyright © International Actuarial Association 1988

References

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