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.
Reinsurance Research - Market Dynamics
Volume
21
Page
315
Year
1989
Categories
Business Areas
Reinsurance
Financial and Statistical Methods
Risk Pricing and Risk Evaluation Models
Publications
ASTIN Colloquium
