Edit Profile (opens in new tab) Kremer, Erhard K. Co-Author Distance Author ID: kremer.erhard-k Published as: Kremer, Erhard; Kremer, Erhard K. Documents Indexed: 80 Publications since 1979, including 2 Books Co-Authors: 1 Co-Author with 1 Joint Publication 13 Co-Co-Authors Co-Authors 79 single-authored 1 Neuhaus, Georg all top 5 Serials 45 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 6 Scandinavian Actuarial Journal 5 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 5 Insurance Mathematics & Economics 2 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 2 Nonlinear Analysis. Real World Applications 1 Acta Universitatis Carolinae. Mathematica et Physica 1 Metrika 1 The Annals of Statistics 1 Journal of Multivariate Analysis 1 Statistica Neerlandica 1 Statistics 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 1 Communications in Statistics. Simulation and Computation 1 ASTIN Bulletin 1 Studia Mathematica. Skript 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Journal of Mathematics Research 1 Nonlinear Analysis. Theory, Methods & Applications Fields 71 Statistics (62-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Numerical analysis (65-XX) 2 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 52 Publications have been cited 219 times in 134 Documents Cited by ▼ Year ▼ IBNR-claims and the two-way model of ANOVA. Zbl 0495.62092 Kremer, Erhard 31 1982 Largest claims reinsurance premiums under possible claims dependence. Zbl 1162.91420 Kremer, Erhard 20 1998 Finite formulae for the premium of the general reinsurance treaty based on ordered claims. Zbl 0593.62113 Kremer, Erhard 15 1985 An asymptotic formula for the net premium of some reinsurance treaties. Zbl 0543.62089 Kremer, E. 14 1984 Einführung in die Versicherungsmathematik. Zbl 0578.62089 Kremer, Erhard 13 1985 A class of autoregressive models for predicting the final claims amount. Zbl 0566.62090 Kremer, Erhard 11 1984 Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem. Zbl 0435.62045 Kremer, Erhard 10 1979 Credibility theory for some evolutionary models. Zbl 0503.62088 Kremer, Erhard 10 1982 Local Bahadur efficiency of rank tests for the independence problem. Zbl 0512.62058 Kremer, Erhard 9 1981 Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties. Zbl 0517.62101 Kremer, Erhard 8 1983 On a generalized total claims amount. Zbl 0693.62086 Kremer, Erhard 7 1990 The total claims amount of largest claims reinsurance treaties revisited. Zbl 0781.62164 Kremer, Erhard 7 1992 On robust premium principles. Zbl 0609.62135 Kremer, E. 6 1986 A generalized statistical XL-rating procedure. Zbl 0619.62100 Kremer, Erhard 6 1986 Recursive largest claims reinsurance rating, revisited. Zbl 0808.62099 Kremer, Erhard 6 1994 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 6 1982 Random coefficient autoregressive loss reserving. Zbl 0797.62096 Kremer, Erhard 4 1993 Large claims in credibility. Zbl 0738.62097 Kremer, Erhard 4 1991 A chance-constrained program in risk theory. Zbl 1320.91081 Kremer, Erhard 4 1999 On the numerical evaluation of the ultimate ruin probability. Zbl 0685.62088 Kremer, Erhard 3 1989 Certain extensions of the chain-ladder technique. Zbl 0795.62094 Kremer, Erhard 3 1993 Largest claims reinsurance premiums for the generalized Weibull model. Zbl 0897.62116 Kremer, Erhard 3 1998 The linear growth credibility model. Zbl 0557.62087 Kremer, E. 3 1984 An elementary upper bound for the loading of a stoploss cover. Zbl 0746.62100 Kremer, Erhard 3 1990 Minimum distance loss-reserving. Zbl 1320.91150 Kremer, Erhard 3 2000 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 A (new) nonparametric method for XL-rating. Zbl 0806.62088 Kremer, Erhard 2 1993 INAR and IBNR. Zbl 0836.62087 Kremer, Erhard 2 1995 Ein Modell zur Tarifierung von Kumul-Schadenexzedenten-Vertraegen in der Unfallversicherung. Zbl 0513.62101 Kremer, Erhard 2 1983 The burning cost method and ratio estimation. Zbl 0545.62071 Kremer, Erhard 2 1983 Largest claims reinsurance premiums under discrete claims sizes. Zbl 1354.91071 Kremer, Erhard 2 2002 Asymptotic optimality of all signed rank tests at infinity. Zbl 0468.62041 Kremer, Erhard 1 1981 Bemerkungen zur Pay-Back-Methode. Zbl 0592.62093 Kremer, Erhard 1 1985 Some approximations of ultimate ruin probability for finite initial surplus. Zbl 0611.62132 Kremer, Erhard 1 1987 More on the probable maximum loss. Zbl 0803.62093 Kremer, Erhard 1 1994 A characterization of the generalized Pareto-distribution with an application to reinsurance. Zbl 0881.62016 Kremer, Erhard 1 1997 Largest claims reinsurance premiums for the Weibull model. Zbl 0899.62132 Kremer, Erhard 1 1998 Empirical Kalman-credibility. Zbl 0817.62086 Kremer, Erhard 1 1995 Efficient calculation of the ruin probability for the classical excess-of-loss treaty. (Effiziente Berechnung der Ruinwahrscheinlichkeit für den klassischen Schadenexzedentenvertrag.) Zbl 0853.62081 Kremer, Erhard 1 1996 Estimating the loading of the largest claims covers. Zbl 1074.62066 Kremer, Erhard 1 2004 Rating of non proportional reinsurance treaties based on ordered claims. Zbl 0536.62085 Kremer, Erhard 1 1984 The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty. Zbl 0748.62059 Kremer, Erhard 1 1991 Box-Jenkins credibility. Zbl 0689.62083 Kremer, Erhard 1 1988 Loss-reserving by kernel regression. Zbl 0689.62084 Kremer, Erhard 1 1989 On the probable maximum loss. Zbl 0693.62087 Kremer, Erhard 1 1990 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 Stochastic claims inflation in IBNR. Zbl 1320.91161 Kremer, Erhard 1 1999 An elementary upper bound on the loading of a largest claims reinsurance cover. Zbl 1354.91070 Kremer, Erhard 1 2001 Limit-determination for the excess-of-loss treaty in case of simple retrocession. Zbl 1354.91072 Kremer, Erhard 1 2002 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 3 2000 A chance-constrained program in risk theory. Zbl 1320.91081 Kremer, Erhard 4 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 20 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. (Effiziente Berechnung der Ruinwahrscheinlichkeit für den klassischen Schadenexzedentenvertrag.) 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 7 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 Box-Jenkins credibility. Zbl 0689.62083 Kremer, Erhard 1 1988 A very practical solution to the retention problem for an excess-of-loss treaty. Zbl 1331.91098 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 On robust premium principles. Zbl 0609.62135 Kremer, E. 6 1986 A generalized statistical XL-rating procedure. Zbl 0619.62100 Kremer, Erhard 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 13 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 11 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 1 1984 Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties. Zbl 0517.62101 Kremer, Erhard 8 1983 Ein Modell zur Tarifierung von Kumul-Schadenexzedenten-Vertraegen in der Unfallversicherung. Zbl 0513.62101 Kremer, Erhard 2 1983 The burning cost method and ratio estimation. Zbl 0545.62071 Kremer, Erhard 2 1983 IBNR-claims and the two-way model of ANOVA. Zbl 0495.62092 Kremer, Erhard 31 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 6 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 cited Publications top 5 cited Publications all top 5 Cited by 129 Authors 39 Kremer, Erhard K. 4 Hürlimann, Werner 4 Kałuszka, Marek 4 Okolewski, Andrzej 4 Verrall, Richard J. 3 Cipra, Tomáš 3 Guo, Fenglong 3 Nikitin, Yakov Yur’evich 3 Pitselis, Georgios 3 Wang, Dingcheng 3 Wüthrich, Mario Valentin 2 Beirlant, Jan 2 De Alba, Enrique 2 Dhaene, Jan 2 England, Peter D. 2 Gabrielli, Andrea 2 Goovaerts, Marc J. 2 Hendrych, Radek 2 Hiabu, Munir 2 Hoedemakers, Tom 2 Kunkler, Michael 2 Ledwina, Teresa 2 Mack, Thomas 2 Nielsen, Bent 2 Wolny-Dominiak, Alicja 1 Akritas, Michael G. 1 Albrecher, Hansjörg 1 Albrecht, Peter 1 Alpuim, Teresa 1 Antonio, Katrien 1 Asimit, Alexandru V. 1 Atherino, Rodrigo 1 Badounas, Ioannis 1 Bajorski, Piotr 1 Basu, Sanjib 1 Birkel, Thomas 1 Bischofberger, Stephan M. 1 Björkwall, Susanna 1 Brazauskas, Vytaras 1 Capéraà, Philippe 1 Castaño-Martínez, Antonia 1 Chan, Jennifer So Kuen 1 Chen, Mi 1 Chen, Yongzhao 1 Cheung, Eric C. K. 1 Cheung, Ka Chun 1 Choi, Hugo Ming Cheung 1 Cossette, Hélène 1 Costa, Leonardo 1 de Andrés Sánchez, Jorge 1 de Jong, Piet 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 Garralda Guillem, Ana Isabel 1 Gerber, Hans U. 1 Grigoriadou, Vasiliki 1 Hawlader, Biplab 1 Heberle, Jochen 1 Hess, Christian 1 Hesse, Christian H. 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 Kundu, Amarjit 1 Kundu, Pradip 1 Ladoucette, Sophie A. 1 Li, Jiahui 1 Lindholm, Mathias 1 Loukissas, Fotios 1 Maciak, Matúš 1 Mahmoodi, Manijeh 1 Mangold, Klaus-Peter 1 Marceau, Étienne 1 Maume-Deschamps, Véronique 1 Meyers, Glenn G. 1 Mizera, Ivan 1 Nawel, Arrar 1 Nielsen, Jens Perch 1 Ohlsson, Esbjörn 1 Ortega, Eva-María 1 Peng, Liang 1 Peralta, Oscar 1 Peremans, Kris 1 Pešta, Michal 1 Pettere, Gaida 1 Pigueiras, Gema 1 Pizzinga, Adrian 1 Rauhut, Burkhard O. 1 Rezaei, Sadegh 1 Riad, Remita Med ...and 29 more Authors all top 5 Cited in 29 Serials 39 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 32 Insurance Mathematics & Economics 7 Scandinavian Actuarial Journal 6 ASTIN Bulletin 5 Communications in Statistics. Theory and Methods 5 North American Actuarial Journal 4 Journal of Multivariate Analysis 4 Journal of Statistical Planning and Inference 4 Statistics & Probability Letters 3 Applied Stochastic Models in Business and Industry 2 Metrika 2 Journal of Soviet Mathematics 2 Scandinavian Actuarial Journal 2 Nonlinear Analysis. Real World Applications 1 The Canadian Journal of Statistics 1 Annals of the Institute of Statistical Mathematics 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Statistica Neerlandica 1 Statistics 1 Applications of Mathematics 1 Communications in Statistics. Simulation and Computation 1 Journal of Applied Statistics 1 Thailand Statistician 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Proceedings of the Estonian Academy of Sciences 1 Science China. Mathematics 1 European Actuarial Journal 1 Nonlinear Analysis. Theory, Methods & Applications all top 5 Cited in 7 Fields 111 Statistics (62-XX) 65 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 18 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 1 Computer science (68-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year