• Erwin Straub


The problem of how to fix retention is quite complex on the one hand because a number of different criteria like solvency, capacity, financing, services, reciprocity and levelling out the net result have an impact on the retention and, on the other hand, because in practice, as a rule, we are not confronted with the question of how to fix one single retention but rather how to design in a somehow optimal way an entire insurance or reinsurance programme.


Risk Aversion Initial Reserve Quota Share Retention Problem Loss Priority 
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Copyright information

© Springer-Verlag Berlin Heidelberg 1988

Authors and Affiliations

  • Erwin Straub
    • 1
  1. 1.Swiss Reinsurance CompanyZürichSwitzerland

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