Part 1: Estimating the loading of the largest claims reinsurance covers.
Part 2: On the loading of the ECOMOR.
Abstract on part 1: The largest claims reinsurance treaties are reconsidered. Two approaches for estimating a certain main part of the loading are given. For the first approach certain bounds are derived, for the second the Monte-Carlo-Integration-method adapted. The second, not so practicable approach can be used for finding adequate mixing coefficients for the first, quite practicable approach.
Abstract on part 2: Unfortunately the in part one given, very practicable, first approach can not be used in case of the ECOMOR-cover, though this treaty is related to the largest claims covers of part 1. So this note gives further, more special results on the loading of the ECOMOR, in case of using again the standard-deviation or variance principle.
