This, however, presupposes a certain knowledge of the distribution function of the claims [1, 2].doi:10.1080/03461238.1961.10409656BenktanderG.Scandinavian Actuarial JournalOn the correlation in results from different layers in excess of loss reinsurance - Benktander - 1961...
083041 (M52, M42) Reserving consecutive layers of inwards excess-of-loss reinsurancedoi:10.1016/S0167-6687(97)81705-2SDOSInsurance Mathematics & Economics