predetermined risk limit. We also investigate the optimal risk limit allocation: given a risk limit set at company level for the sum … of the expected areas in red of all lines, we determine the way(s) to allocate this risk limit to the subsequent business …

predetermined risk limit. We also investigate the optimal risk limit allocation: given a risk limit set at company level for the sum … of the expected areas in red of all lines, we determine the way(s) to allocate this risk limit to the subsequent business …

predetermined risk limit. We also investigate the optimal risk limit allocation: given a risk limit set at a company level for the … sum of the expected areas in red of all lines, we determine the way(s) to allocate this risk limit to the subsequent …