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Kremer, Erhard K.

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Author ID: kremer.erhard-k Recent zbMATH articles by "Kremer, Erhard K."
Published as: Kremer, E.; Kremer, Erhard; Kremer, Erhard K.
Documents Indexed: 80 Publications since 1979, including 2 Books

Co-Authors

74 single-authored
1 Neuhaus, Georg

Publications by Year

Citations contained in zbMATH Open

52 Publications have been cited 235 times in 129 Documents Cited by Year
IBNR-claims and the two-way model of ANOVA. Zbl 0495.62092
Kremer, Erhard
25
1982
Largest claims reinsurance premiums under possible claims dependence. Zbl 1162.91420
Kremer, Erhard
16
1998
Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Zbl 0593.62113
Kremer, Erhard
15
1985
Einführung in die Versicherungsmathematik. Zbl 0578.62089
Kremer, Erhard
14
1985
An asymptotic formula for the net premium of some reinsurance treaties. Zbl 0543.62089
Kremer, E.
14
1984
Credibility theory for some evolutionary models. Zbl 0503.62088
Kremer, Erhard
10
1982
Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem. Zbl 0435.62045
Kremer, Erhard
10
1979
Local Bahadur efficiency of rank tests for the independence problem. Zbl 0512.62058
Kremer, Erhard
9
1981
A class of autoregressive models for predicting the final claims amount. Zbl 0566.62090
Kremer, Erhard
8
1984
On a generalized total claims amount. Zbl 0693.62086
Kremer, Erhard
7
1990
Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties. Zbl 0517.62101
Kremer, Erhard
7
1983
A chance-constrained program in risk theory. Zbl 1320.91081
Kremer, Erhard
6
1999
Recursive largest claims reinsurance rating, revisited. Zbl 0808.62099
Kremer, Erhard
6
1994
The total claims amount of largest claims reinsurance treaties revisited. Zbl 0781.62164
Kremer, Erhard
6
1992
A generalized statistical XL-rating procedure. Zbl 0619.62100
Kremer, Erhard
6
1986
On robust premium principles. Zbl 0609.62135
Kremer, E.
6
1986
Local comparison of linear rank tests, in the Bahadur sense. Zbl 0502.62047
Kremer, E.
6
1982
Exponential smoothing and credibility theory. Zbl 0513.62103
Kremer, Erhard
5
1982
Random coefficient autoregressive loss reserving. Zbl 0797.62096
Kremer, Erhard
4
1993
Large claims in credibility. Zbl 0738.62097
Kremer, Erhard
4
1991
Largest claims reinsurance premiums for the generalized Weibull model. Zbl 0897.62116
Kremer, Erhard
3
1998
Certain extensions of the chain-ladder technique. Zbl 0795.62094
Kremer, Erhard
3
1993
An elementary upper bound for the loading of a stoploss cover. Zbl 0746.62100
Kremer, Erhard
3
1990
On the numerical evaluation of the ultimate ruin probability. Zbl 0685.62088
Kremer, Erhard
3
1989
The linear growth credibility model. Zbl 0557.62087
Kremer, E.
3
1984
Largest claims reinsurance premiums under discrete claims sizes. Zbl 1354.91071
Kremer, Erhard
2
2002
Minimum distance loss-reserving. Zbl 1320.91150
Kremer, Erhard
2
2000
INAR and IBNR. Zbl 0836.62087
Kremer, Erhard
2
1995
A (new) nonparametric method for XL-rating. Zbl 0806.62088
Kremer, Erhard
2
1993
Fourier methods for the claims amounts of largest claims reinsurance covers. Zbl 0723.62069
Kremer, Erhard
2
1991
An improved approximation of the ultimate ruin probability. Zbl 0626.62107
Kremer, Erhard
2
1987
Rating of non proportional reinsurance treaties based on ordered claims. Zbl 0536.62085
Kremer, Erhard
2
1984
The burning cost method and ratio estimation. Zbl 0545.62071
Kremer, Erhard
2
1983
Ein Modell zur Tarifierung von Kumul-Schadenexzedenten-Vertraegen in der Unfallversicherung. Zbl 0513.62101
Kremer, Erhard
2
1983
Estimating the loading of the largest claims covers. Zbl 1074.62066
Kremer, Erhard
1
2004
Limit-determination for the excess-of-loss treaty in case of simple retrocession. Zbl 1354.91072
Kremer, Erhard
1
2002
An elementary upper bound on the loading of a largest claims reinsurance cover. Zbl 1354.91070
Kremer, Erhard
1
2001
Stochastic claims inflation in IBNR. Zbl 1320.91161
Kremer, Erhard
1
1999
Largest claims reinsurance premiums for the Weibull model. Zbl 0899.62132
Kremer, Erhard
1
1998
A characterization of the generalized Pareto-distribution with an application to reinsurance. Zbl 0881.62016
Kremer, Erhard
1
1997
Efficient calculation of the ruin probability for the classical excess-of-loss treaty. Zbl 0853.62081
Kremer, Erhard
1
1996
Empirical Kalman-credibility. Zbl 0817.62086
Kremer, Erhard
1
1995
More on the probable maximum loss. Zbl 0803.62093
Kremer, Erhard
1
1994
The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty. Zbl 0748.62059
Kremer, Erhard
1
1991
On the probable maximum loss. Zbl 0693.62087
Kremer, Erhard
1
1990
Loss-reserving by kernel regression. Zbl 0689.62084
Kremer, Erhard
1
1989
Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach. Zbl 0676.62089
Kremer, Erhard
1
1989
A very practical solution to the retention problem for an excess-of-loss treaty. Zbl 1331.91098
Kremer, Erhard
1
1988
Box-Jenkins credibility. Zbl 0689.62083
Kremer, Erhard
1
1988
Some approximations of ultimate ruin probability for finite initial surplus. Zbl 0611.62132
Kremer, Erhard
1
1987
Bemerkungen zur Pay-Back-Methode. Zbl 0592.62093
Kremer, Erhard
1
1985
Asymptotic optimality of all signed rank tests at infinity. Zbl 0468.62041
Kremer, Erhard
1
1981
Estimating the loading of the largest claims covers. Zbl 1074.62066
Kremer, Erhard
1
2004
Largest claims reinsurance premiums under discrete claims sizes. Zbl 1354.91071
Kremer, Erhard
2
2002
Limit-determination for the excess-of-loss treaty in case of simple retrocession. Zbl 1354.91072
Kremer, Erhard
1
2002
An elementary upper bound on the loading of a largest claims reinsurance cover. Zbl 1354.91070
Kremer, Erhard
1
2001
Minimum distance loss-reserving. Zbl 1320.91150
Kremer, Erhard
2
2000
A chance-constrained program in risk theory. Zbl 1320.91081
Kremer, Erhard
6
1999
Stochastic claims inflation in IBNR. Zbl 1320.91161
Kremer, Erhard
1
1999
Largest claims reinsurance premiums under possible claims dependence. Zbl 1162.91420
Kremer, Erhard
16
1998
Largest claims reinsurance premiums for the generalized Weibull model. Zbl 0897.62116
Kremer, Erhard
3
1998
Largest claims reinsurance premiums for the Weibull model. Zbl 0899.62132
Kremer, Erhard
1
1998
A characterization of the generalized Pareto-distribution with an application to reinsurance. Zbl 0881.62016
Kremer, Erhard
1
1997
Efficient calculation of the ruin probability for the classical excess-of-loss treaty. Zbl 0853.62081
Kremer, Erhard
1
1996
INAR and IBNR. Zbl 0836.62087
Kremer, Erhard
2
1995
Empirical Kalman-credibility. Zbl 0817.62086
Kremer, Erhard
1
1995
Recursive largest claims reinsurance rating, revisited. Zbl 0808.62099
Kremer, Erhard
6
1994
More on the probable maximum loss. Zbl 0803.62093
Kremer, Erhard
1
1994
Random coefficient autoregressive loss reserving. Zbl 0797.62096
Kremer, Erhard
4
1993
Certain extensions of the chain-ladder technique. Zbl 0795.62094
Kremer, Erhard
3
1993
A (new) nonparametric method for XL-rating. Zbl 0806.62088
Kremer, Erhard
2
1993
The total claims amount of largest claims reinsurance treaties revisited. Zbl 0781.62164
Kremer, Erhard
6
1992
Large claims in credibility. Zbl 0738.62097
Kremer, Erhard
4
1991
Fourier methods for the claims amounts of largest claims reinsurance covers. Zbl 0723.62069
Kremer, Erhard
2
1991
The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty. Zbl 0748.62059
Kremer, Erhard
1
1991
On a generalized total claims amount. Zbl 0693.62086
Kremer, Erhard
7
1990
An elementary upper bound for the loading of a stoploss cover. Zbl 0746.62100
Kremer, Erhard
3
1990
On the probable maximum loss. Zbl 0693.62087
Kremer, Erhard
1
1990
On the numerical evaluation of the ultimate ruin probability. Zbl 0685.62088
Kremer, Erhard
3
1989
Loss-reserving by kernel regression. Zbl 0689.62084
Kremer, Erhard
1
1989
Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach. Zbl 0676.62089
Kremer, Erhard
1
1989
A very practical solution to the retention problem for an excess-of-loss treaty. Zbl 1331.91098
Kremer, Erhard
1
1988
Box-Jenkins credibility. Zbl 0689.62083
Kremer, Erhard
1
1988
An improved approximation of the ultimate ruin probability. Zbl 0626.62107
Kremer, Erhard
2
1987
Some approximations of ultimate ruin probability for finite initial surplus. Zbl 0611.62132
Kremer, Erhard
1
1987
A generalized statistical XL-rating procedure. Zbl 0619.62100
Kremer, Erhard
6
1986
On robust premium principles. Zbl 0609.62135
Kremer, E.
6
1986
Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Zbl 0593.62113
Kremer, Erhard
15
1985
Einführung in die Versicherungsmathematik. Zbl 0578.62089
Kremer, Erhard
14
1985
Bemerkungen zur Pay-Back-Methode. Zbl 0592.62093
Kremer, Erhard
1
1985
An asymptotic formula for the net premium of some reinsurance treaties. Zbl 0543.62089
Kremer, E.
14
1984
A class of autoregressive models for predicting the final claims amount. Zbl 0566.62090
Kremer, Erhard
8
1984
The linear growth credibility model. Zbl 0557.62087
Kremer, E.
3
1984
Rating of non proportional reinsurance treaties based on ordered claims. Zbl 0536.62085
Kremer, Erhard
2
1984
Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties. Zbl 0517.62101
Kremer, Erhard
7
1983
The burning cost method and ratio estimation. Zbl 0545.62071
Kremer, Erhard
2
1983
Ein Modell zur Tarifierung von Kumul-Schadenexzedenten-Vertraegen in der Unfallversicherung. Zbl 0513.62101
Kremer, Erhard
2
1983
IBNR-claims and the two-way model of ANOVA. Zbl 0495.62092
Kremer, Erhard
25
1982
Credibility theory for some evolutionary models. Zbl 0503.62088
Kremer, Erhard
10
1982
Local comparison of linear rank tests, in the Bahadur sense. Zbl 0502.62047
Kremer, E.
6
1982
Exponential smoothing and credibility theory. Zbl 0513.62103
Kremer, Erhard
5
1982
Local Bahadur efficiency of rank tests for the independence problem. Zbl 0512.62058
Kremer, Erhard
9
1981
Asymptotic optimality of all signed rank tests at infinity. Zbl 0468.62041
Kremer, Erhard
1
1981
Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem. Zbl 0435.62045
Kremer, Erhard
10
1979
all top 5

Cited by 119 Authors

44 Kremer, Erhard K.
5 Hürlimann, Werner
5 Verrall, Richard J.
4 Kałuszka, Marek
4 Okolewski, Andrzej
4 Pitselis, Georgios
3 Guo, Fenglong
3 Nikitin, Yakov Yu.
3 Wang, Dingcheng
3 Wüthrich, Mario Valentin
2 Dhaene, Jan
2 England, Peter D.
2 Goovaerts, Marc J.
2 Hiabu, Munir
2 Kunkler, Michael
2 Ledwina, Teresa
2 Mack, Thomas
2 Nielsen, Jens Perch
1 Akritas, Michael G.
1 Albrecher, Hansjörg
1 Albrecht, Peter
1 Alpuim, Teresa
1 Asimit, Alexandru V.
1 Atherino, Rodrigo
1 Badounas, Ioannis
1 Bajorski, Piotr
1 Barrieu, Pauline M.
1 Basu, Sanjib
1 Beirlant, Jan
1 Berglund, Raoul M.
1 Beyer, Dirk
1 Birkel, Thomas
1 Bischofberger, Stephan M.
1 Björkwall, Susanna
1 Brazauskas, Vytaras
1 Capéraà, Philippe
1 Castaño-Martínez, Antonia
1 Chen, Yongzhao
1 Cheung, Ka Chun
1 Choi, Hugo Ming Cheung
1 Cipra, Tomáš
1 Cossette, Hélène
1 Costa, Leonardo
1 De Alba, Enrique
1 de Andrés Sánchez, Jorge
1 Denuit, Michel M.
1 Di Lorenzo, Emilia
1 Doray, Louis G.
1 Dornheim, Harald
1 Eckhardt, Bernd Helmut
1 El Bantli, Faouzi
1 Escudero, Laureano Fernando
1 Gabrielli, Andrea
1 Garralda Guillem, Ana Isabel
1 Gerber, Hans U.
1 Grigoriadou, Vasiliki
1 Hashorva, Enkelejd
1 Heberle, Jochen
1 Heidergott, Bernd F.
1 Heilmann, Wolf-Rüdiger
1 Hess, Christian
1 Hesse, Christian H.
1 Hoedemakers, Tom
1 Hössjer, Ola G.
1 Isakson, Alex
1 Jeurnink, G. A. M.
1 Jiang, Jun
1 Jones, Bruce L.
1 Kallenberg, Wilbert C. M.
1 Korter, Manfred
1 Kourouklis, Stavros
1 Kuang, Da
1 Kuang, Dongyang
1 Ladoucette, Sophie A.
1 Lindholm, Mathias
1 Ling, Chengxiu
1 Mahmoodi, Manijeh
1 Mangold, Klaus-Peter
1 Marceau, Étienne
1 Martínez Miranda, María Dolores
1 Maume-Deschamps, Véronique
1 Meyers, Glenn G.
1 Nielsen, Bent
1 Nielsen, Brian
1 Ohlsson, Esbjörn
1 Ortega, Eva-María
1 Peng, Liang
1 Peng, Zuoxiang
1 Peremans, Kris
1 Pfeifer, Dietmar
1 Pigueiras, Gema
1 Pizzinga, Adrian
1 Rauhut, Burkhard O.
1 Rezaei, Sadegh
1 Ribeiro, Isabel Martins
1 Riedel, Manfred
1 Schiegl, Magda
1 Schröter, Klaus Jürgen
1 Scollnik, David P. M.
1 Segaert, Pieter
...and 19 more Authors

Citations by Year