The total claims amount of largest claims reinsurance treaties revisited

Ammeter, H. (1964): The rating of “Largest Claim” reinsurance covers. Quaterly letter from the Allgemeene Reinsurance companies, Jubilee Number 2.

Bertram, J. (1981): Numerische Berechnung von Gesamtschadenverteilungen. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.

Bühlmann, H. (1984): Numerical evaluation of the compound Poisson distribution: Recursion or Fast Fourier transform? Scandinavian Actuarial Journal.

David, H. A. (1980): Order statistics. John Wiley & Sons. New York.

Gerber, H. U. (1980): An introduction to mathematical risk theory. Huebner foundation.

Kremer, E. (1982): Rating of largest claims and Ecomor treaties for large portfolios. ASTIN Bulletin.

Kremer, E. (1990a): The asymptotic efficiency of largest claims reinsurance covers. ASTIN Bulletin.

Kremer, E. (1990 b): The theory of generalised largest claims reinsurance. A collection of papers, published by the Verein zur Förderung der Angewandten Mathematischen Statistik und Risiko-theorie, e.V., Hamburg.

Kremer, E. (1990c): On a generalised total claims amount. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.

Kremer, E. (1991): Fourier methods for the claims amounts of largest claims reinsurance covers. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.

Pentikäinen, T. (1987): Approximate evaluation of the distribution function of aggregate claims. ASTIN Bulletin.

Ströter, B. (1985): The numerical evaluation of the aggregate claim density function via integral equation. Blätter der Deutschen Gesellschaft für Versicherungsmathematik.

Von Chossy, R. andRappl, G. (1983): Some approximation methods for the distribution of random sums. Insurance: Mathematics & Economics.

Willmot, G. E. andPanjer, H. H. (1987): Difference equation approaches in evaluation of compound distributions. Insurance: Mathematics and Economics.