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).
Reinsurance Research - Pricing/Contract Design
Volume
18:1
Page
69
Year
1988
Categories
Business Areas
Reinsurance
Publications
ASTIN Bulletin
