On the Use of Extreme Values to Estimate the Premium for An Excess of Loss Reinsurance

Link
https://www.casact.org/sites/default/files/database/astin_vol3no2_178.pdf
Abstract
Reinsurance
Volume
3:2
Page
178-184
Year
1964
Categories
Actuarial Applications and Methodologies
Ratemaking
Deductibles, Retentions, and Limits
Actuarial Applications and Methodologies
Ratemaking
Large Loss and Extreme Event Loading
Business Areas
Reinsurance
Publications
ASTIN Bulletin
Authors
Jan Jung