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Minimization of the Total Required Capital by Reinsurance
that is, Y + Z is more correlated to X than Y is. 17 to cede the least of Z. However, in scenario (5) ... Financial Firms.” Journal of Applied Cor- porate Finance 17, 3: (2005) 110–118. Taylor, Greg C. “Fair Premium ...- 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