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Minimization of the Total Required Capital by Reinsurance
statistics for X, Y and Z are shown in the following table (loss amounts are in millions). X Y Z µ 298 501 ... optimal ceding term. For µ and σ in the above table and known γxz, γyz and γxy, a large random sample ...- Authors: Yingjie Zhang
- Date: Apr 2012
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Capital management - ERM; Reinsurance