Abstract
The technique of risk invariant linear estimation from NEUHAUS (1988) has been applied in the construction of a mutual quota share reinsurance pool between the subsidiary companies of the Storebrand Insurance Company, Oslo. The paper describes the construction of the reinsurance scheme.
Volume
19:2
Page
213-221
Year
1989
Categories
Business Areas
Reinsurance
Quota Share (Proportional);
Publications
ASTIN Bulletin
