On the Rating of a Special Stop-Loss Cover

Stop Loss reinsurance has attracted the interest of ASTIN members for years. May I recall the paper of Borch [I] in which he demonstrates some optimality qualities of the stop loss reinsurance from the ceding company's point of view, the contribution of Kahn [2] and the paper of Pesonen [3]. I also mention the paper of Esscher [4] and Verbeek's contribution [5]- Going back to the pre-ASTIN days we find a papel of Dubois [6].