Concepedia

Retention Level Design

Retention Level Design is a methodological framework within reinsurance program design that specifies the optimal amount of risk a ceding insurer should retain before invoking reinsurance coverage, distinguished by its focus on balancing financial stability, risk appetite, and cost efficiency in the allocation of retained losses.

8

Publications

230

Citations

18

Authors

17

Institutions

Publications per year

2017–2026

1

Parents

Publications

8

Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model

Ailing Gu, Frédéri Viens, Yang Shen · Scandinavian Actuarial Journal · 2019 · 46 citations

, , +16

On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

Morten Hald, Hanspeter Schmidli · Astin Bulletin · 2004 · 44 citations

, , +10

Optimal Reinsurance for Variance Related Premium Calculation Principles

Manuel Guerra, Maria de Lourdes Centeno · Astin Bulletin · 2010 · 41 citations

, , +12

Optimal reinsurance under adjustment coefficient measure in a discrete risk model based on Poisson MA(1) process

Lianzeng Zhang, Xiang Hu · Scandinavian Actuarial Journal · 2013 · 25 citations

, , +17

Forest management and maintenance of ectomycorrhizae: A case study of green tree retention in south-coastal British Columbia

Renata A. Outerbridge, J. A. Trofymow · Journal of Ecosystems and Management · 2009 · 22 citations · Full text

, , +13

1–5 of 8

Authors

18

  1. HS
    Hanspeter Schmidli

    University of Cologne, Germany

    2 publications · 62 citations

    2

    h-index

  2. MH
    Morten Hald

    University of Copenhagen, Denmark

    2 publications · 62 citations

    2

    h-index

  3. JA
    J. A. Trofymow

    Canadian Forest Service, Canada

    1 publications · 22 citations

    1

    h-index

  4. RK
    Ron Knight

    University of California, Berkeley, United States

    1 publications · 19 citations

    1

    h-index

  5. LZ
    Lianzeng Zhang

    Nankai University, China

    1 publications · 25 citations

    1

    h-index

1–5 of 18

Institutions

17

  1. University of Copenhagen

    Copenhagen, Denmark

    2 h-index

    2 publications

    62 citations

  2. York University

    Toronto, Canada

    1 h-index

    1 publications

    46 citations

  3. Fudan University

    Shanghai, China

    1 h-index

    1 publications

    25 citations

  4. Natural Resources Canada

    Ottawa, Canada

    1 h-index

    2 publications

    44 citations

  5. Guangdong University of Technology

    Guangzhou, China

    1 h-index

    1 publications

    46 citations

  6. Instituto de Engenharia de Sistemas e Computadores Investigação e Desenvolvimento

    Lisbon, Portugal

    1 h-index

    1 publications

    41 citations

  7. University of California, Berkeley

    Berkeley, United States

    1 h-index

    1 publications

    19 citations

  8. University of Lisbon

    Lisbon, Portugal

    1 h-index

    1 publications

    41 citations

1–8 of 17

Venues

  1. Astin Bulletin

    4 publications · 118 citations

    4

    h-index

  2. Scandinavian Actuarial Journal

    2 publications · 71 citations

    2

    h-index

  3. California Agriculture

    1 publications · 19 citations

    1

    h-index

  4. Journal of Ecosystems and Management

    1 publications · 22 citations

    1

    h-index

1–4