Abstract
New, comparably simple results on the variance of the ECOMOR-treaty are derived.
Volume
Band XXVI, Heft 3, Mai
Page
501-510
Year
2004
Categories
Business Areas
Reinsurance
Excess (Non-Proportional);
Financial and Statistical Methods
Loss Distributions
Extreme Values
Actuarial Applications and Methodologies
Ratemaking
Large Loss and Extreme Event Loading
Publications
Blatter
