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Mutual Reinsurance and Homogeneous Linear Estimation
Published online by Cambridge University Press: 07 February 2018
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.
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- Copyright © International Actuarial Association 1989
References
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