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Document Details : Title: APS Reinsurance Author(s): KOLLER, B. , DETTWYLER, N. Journal: ASTIN Bulletin Volume: 27 Issue: 2 Date: November 1997 Pages: 329-337 DOI: 10.2143/AST.27.2.542069 Abstract : This paper presents a new reinsurance product, called 'Adaptive Pivot Smoothing' (APS). It is designed to reduce the variance of the risk reinsured without affecting the mean. Investment theories have provided the idea for the product. |
