Kremer, Erhard - Institut für Mathematische Stochastik <Hamburg> - 1998
reinsurance covers under conditions
allowing the individual claims sizes to be dependent.
ASTIN BULLETIN, Vol. 28, No. 2. 1998 … reinsurance (LCR). A quick method to calculate LCR-
risk rates from excess-of-loss risk rates. ASTIN Bulletin, 54-58.
BI …): Recursive calculation of the net premium for largest claims reinsurance
covers. ASTIN Bulletin, 101-108.
KREMER, E. (1988): A …