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Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness
Capital Tranching: A RAROC Approach to Assessing Reinsurance Cost Effectiveness This paper shows how Tranched Capital and RAROC can produce very different indicated reinsurance purchases than ...- Authors: Donald F Mango, John Major, Avraham Adler, Claude B Bunick
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge
- Topics: Reinsurance