Essays about: "Retrocession"

Found 1 essay containing the word Retrocession.

  1. 1. Retrocession for Portfolio Optimization in Reinsurance

    University essay from KTH/Optimeringslära och systemteori

    Author : Erik Rasmusson; [2014]
    Keywords : Reisurance; Retrocession; Portfolio Optimization; Risk Measures;

    Abstract : Reinsurance is the insurance protection of an insurance company. Retrocession is reinsurance for a portfolio of reinsurance contracts. Reinsurance portfolios can comprise several thousand contracts that may be contingent on the same events, which makes retrocession a complex decision. READ MORE