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Finite formulae for the premium of the general reinsurance treaty based on ordered claims
Authors:Erhard Kremer
Affiliation:University of Hamburg, 2 Hamburg 13, West Germany
Abstract:The general reinsurance treaty based on ordered claims, as defined in Kremer (1982, 1984a,b), is investigated and general premium formulae are given for a finite collective. Under additional assumptions simple formulae are stated for the net premium. The content of the paper is mainly of theoretical interest.
Keywords:Premium formulae  Reinsurance
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