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Evaluating the effect of reinsurance contract terms

✍ Scribed by J.N. Stanard; R.T. John

Book ID
107918993
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
103 KB
Volume
12
Category
Article
ISSN
0167-6687

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An earlier paper by the same authors developed the Daykin et al. (1994) asset/liability model to examine the effects of different reinsurance programmes on the capital of a direct property/casualty insurance company. By modelling the gross premiums and claims separately from the impact of reinsuranc