Veprauskaite, Elena; Sherris, Michael - ARC Centre of Excellence in Population Ageing Research … - 2012
This paper considers optimal reinsurance based on an assessment of the reinsurance arrangements for a large life … insurer. The objective is to determine the reinsurance structure, based on actual insurer data, using a modified mean …-share, surplus and a combination of both quota-share and surplus reinsurance. Alternative reinsurance arrangements are compared using …