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...
Main Author: | Rasmusson, Erik |
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Format: | Others |
Language: | English |
Published: |
KTH, Optimeringslära och systemteori
2014
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Subjects: | |
Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-146216 |
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