Abstract
Largest claims reinsurance covers are reconsidered. Allowing the original claims sizes to be not necessarily independent, a new, upper premium bound is derived and explored.
Volume
28:2
Page
257-268
Year
1998
Categories
Financial and Statistical Methods
Loss Distributions
Extreme Values
Actuarial Applications and Methodologies
Ratemaking
Large Loss and Extreme Event Loading
Financial and Statistical Methods
Extreme Event Modeling
Other Extreme Events
Business Areas
Reinsurance
Publications
ASTIN Bulletin
