Clemente, Gian Paolo; Savelli, Nino; Zappa, Diego - In: Risks : open access journal 3 (2015) 2, pp. 164-182
but also expense volatility. To measure the effect of risk mitigation, suitable reinsurance strategies are pursued. We … analyze how nai͏̈ve coverage as conventional Quota Share and Excess of Loss reinsurance may modify the exact moments of the …