Veprauskaite, Elena; Sherris, Michael - ARC Centre of Excellence in Population Ageing Research … - 2012
This paper considers optimal reinsurance based on an assessment of the reinsurance arrangements for a large life … the modified mean-variance criteria to assess the optimal reinsurance strategy. The analysis takes into account recent … claims experience as well as actual premiums paid by insured lives and to the reinsurers. Optimal reinsurance cover depends …