Abstract
In the present paper the author investigates the problem of calculating the net premium for some versions of the largest claims reinsurance cover. A very handy recursive rating method of derived by applying some recursion formulas for the expectations of order statistics.
Reinsurance Research - Pricing/Contract Design
Volume
16:2
Page
101-108
Year
1986
Categories
Financial and Statistical Methods
Aggregation Methods
Collective Risk Model
Business Areas
Reinsurance
Excess (Non-Proportional);
Financial and Statistical Methods
Aggregation Methods
Panjer
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
ASTIN Bulletin
