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Minimization of the Total Required Capital by Reinsurance
Yingjie Zhang, PhD, FCAS CNA Insurance Companies 333 S. Wabash Ave., 22S, Chicago, IL 60604, USA E-mail: ... rates are the same, then uPr = uRe = u, and the term equals u(ePr + eRe), which decreases if a reinsurance ...- 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