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Mutual Reinsurance and Homogeneous Linear Estimation

Published online by Cambridge University Press:  07 February 2018

Walther Neuhaus
Walther Neuhaus*
Affiliation:
University of Osloand Storebrand Insurance Company, Oslo, Norway
*
Mathematical Institute, University of Oslo, P.O.Box 1053 Blindern, N-0316 Oslo 3, Norway.
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Abstract

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The technique of risk invariant linear estimation from Neuhaus (1988) has been applied in the construction of a mutual quota share reinsurance pool between the subsidiary companies of the Storebrand Insurance Company, Oslo. The paper describes the construction of the reinsurance scheme.

Type
Workshop
Information
ASTIN Bulletin: The Journal of the IAA , Volume 19 , Issue 2 , November 1989 , pp. 213 - 221
Copyright
Copyright © International Actuarial Association 1989

References

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