Retrocession for Portfolio Optimization in Reinsurance
Reinsurance is the insurance protection of an insurance company. Retrocession is reinsurance for a portfolio of reinsurance contracts. Reinsurance portfolios can comprise several thousand contracts that may be contingent on the same events, which makes retrocession a complex decision. This thesis de...
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| Format: | Others |
| Language: | English |
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KTH, Optimeringslära och systemteori
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146216 |