OPTIMÁLNE ZAISŤOVACIE REŤAZCE
Optimal chain of reinsurance protections
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The reinsurance is undoubtedly the ideal way of the risk compensation. First part of the article is dedicated to a description and analysis of the various types of protections with emphasis on a graphical presentation. The second part of the article deals with the question of optimal reinsurance with the goal of ensuring that the insurer will not bear unnecessary risk. The problem of finding an optimal chain of reinsurance protection is solved with the use of collective risk models.
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