Mutual Reinsurance and Homogeneous Linear Estimation

Walther Neuhaus

ASTIN Bulletin, 1989, vol. 19, issue 2, 213-221

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.

Date: 1989
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