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Reinsurance retention levels for property/liability firms: A managerial portfolio selection framework

Yoram Kroll and David Nye

Insurance: Mathematics and Economics, 1991, vol. 10, issue 2, 109-123

Date: 1991
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Insurance: Mathematics and Economics is currently edited by R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

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