Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties

Link
http://www.sciencedirect.com/science/journal/01676687
Abstract
Increased Limits/Excess of Loss/Reinsurance
Volume
2:3
Page
209-213
Year
1983
Categories
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Actuarial Applications and Methodologies
Ratemaking
Increased Limits
Business Areas
Reinsurance
Publications
Insurance: Mathematics & Economics
Authors
Erhard Kremer