The Calculation of Optimal Reinsurance Retention By Value at Risk Approach
The principal goal of this paper is presenting a new method for estimation of optimal reinsurance retention related to Capital Adequacy and potential losses of an insurance company. Whereas, there are several methods for calculating this, but in this paper, we have calculated this optimal retention...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2008-03-01
|
| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Online Access: | https://joer.atu.ac.ir/article_3239_030a9a33febcc11ccecee533473a4d2b.pdf |