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Document Details :

Title: Mutual Reinsurance and Homogeneous Linear Estimation
Author(s): NEUHAUS, Walther
Journal: ASTIN Bulletin
Volume: 19    Issue: 2   Date: November 1989   
Pages: 213-221
DOI: 10.2143/AST.19.2.2014910

Abstract :
The technique of risk invariant linear estimation from Neuhaus (1988) has been applied in the construction of a mutual quota share insurance pool between the subsidiary companies of the Storebrand Insurance Company, Oslo. This paper describes the construction of an reinsurance scheme.