Computing the mean and the variance of the cedent's share for largest claims reinsurance covers

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Date
2009Dewey
Economie financièreSujet
Cedent's point of view; Extreme value theory; Order statistics; Largest claims reinsuranceJEL code
C65Journal issue
Insurance: Mathematics and EconomicsVolume
44Number
3Publication date
2009Article pages
497-504Publisher
ElsevierCollections
Metadata
Show full item recordAuthor
Hess, Christian