Title: Strategy of Quota Share Reinsurance and Excess of Loss Treaties Research on Reinsurance
Abstract: Aiming at proportion reinsurance and non-proportion reinsurance,in consideration of ensuring minimal surplus or return and keeping financial stability as the aim of retention,according to the VaR law,we gain the strategy of quota share and excess of loss reinsurance and compute optimal retention in known claim distribution.The strategy of quota share reinsurance and excess of loss reinsurance is a strategy research on reinsurance based on financial stabilization.
Publication Year: 2006
Publication Date: 2006-01-01
Language: en
Type: article
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