Common Contracts
1 similar Reinsurance Treaty contracts
Optimal Reciprocal Reinsurance Treaties between Insurers and ReinsurersReinsurance Treaty • July 8th, 2012
Let X be the (aggregate) loss or claim for an insurer in a fixed time period. We assume that X is a non-negative random variable with distribution function F (x) = Pr{X ≤ x}, survival function S(x) = 1 − F (x) = Pr{X > x}, mean EX = µ > 0, and variance VarX = σ2 > 0.
