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. One way to reduce the capital requirement under Solvency II is to increase reinsurance protection, which will reduce the … reinsurance structure that, under Solvency II, brings the capital requirement back to the level of that required under Solvency I … different possible adjustments in the reinsurance structure. To evaluate the efficiency of reinsurance as the solvency capital …
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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 …
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