Further on Largest Claims Reinsurance

NOTE 1: LARGEST CLAIMS REINSURANCE PREMIUMS UNDER DISCRETE CLAIMS SIZES
The generalized largest claims reinsurance cover is reconsidered. Formulas for its net premium and loading are derived under assumption of an arbitrary discrete claims size distribution. The formula for the net premium is specialized to the assumption of Poisson--distributed claims number.

NOTE 2: GEST CLAIMS REINSURANCE COVER AN ELEMENTARY UPPER BOUND ON THE LOADING OF THE LARGEST CLAIMS REINSURANCE COVER
Again the largest claims reinsurance treaty is reconsidered. An upper bound for the loading of the treaty in case of using the standard deviation or variance principle is given by an elementary argument.

NOTE 3: ON THE CHOICE OF THE PAREMETER p OF THE LCR(p)-TREATY
It is shown how one can determine the number of largest claims to be taken by the reinsurer, when having a priority for an excess-of-loss treaty.