APS Reinsurance

Bruno Koller and Nicole Dettwyler

ASTIN Bulletin, 1997, vol. 27, issue 2, 329-337

Abstract: This paper presents a new reinsurance product, called ‘Adaptive Pivot Smoothing’ (APS). It is designed to reduce the variance of the risk reinsured without affecting the mean. Investment theories have provided the idea for the product.

Date: 1997
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