Further on Excess-of-Loss Reinsurance

Note 1: On a Combination of the Excess-of-Loss and Largest Claims Reinsurance treaties
The largest claims reinsurance treaty is combined with an excess-of-loss cover. An exact premium formula and a premium bound are given for the combined treaty under general conditions. Both are also specialized to more special, ideal model assumptions.

Keywords: Largest claims reinsurance, excess-of-loss, premium theory.

Note 2: Limit Determination for the Excess-of-Loss Treaty in Case of Simple Retrocession
The classical excess-of-loss reinsurance cover is reconsidered. The problem of determining an adequate limit is treated in case of simple retrocession. By applying a former result of Bühlmann on retention-determination, a senseful solution is given.

Keywords: Excess-of-loss, retrocession, limit-determination.