Sökning: "RORAC"

Hittade 1 uppsats innehållade ordet RORAC.

  1. 1. Allocation of Risk Capital to Contracts in Catastrophe Reinsurance

    Master-uppsats, KTH/Matematisk statistik

    Författare :Rasmus Hansén; [2013]
    Nyckelord :Reinsurance; Allocation of risk capital; RORAC; Euler allocation; Capital layer allocation;

    Sammanfattning : This thesis is theresult of a project aimed at developing a tool for allocation of risk capitalin catastrophe excess-of-loss reinsurance. Allocation of risk capital is animportant tool for measuring portfolio performance and optimizing the capitalrequirement. LÄS MER