Setting optimal reinsurance retentions
The primary goal of reinsurance is to maintain, at an acceptable level, the random fluctuations in the results of primary insurers.
The Swiss Re publication “Setting optimal reinsurance retentions” reveals how this can be effectively achieved. The work is aimed equally at primary insurers, reinsurers and reinsurance brokers, who advise their clients on arranging reinsurance programmes.
The concepts described are applicable to every class of insurance and are not limited to the casualty or property damage classes.
The publication includes a compact disc – programmed with an Excel file developed in Visual Basic – which features tools to determine useable retentions. While the Excel file is available on CD ROM, it can also be downloaded below, along with the complete publication.
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Tools to determine retentions (Excel file)
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