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Optimal retention levels, given the joint survival of cedent and reinsurer

Ignatov, Z. G., Kaishev, V. K. and Krachunov, R. (2003). Optimal retention levels, given the joint survival of cedent and reinsurer (Report No. Actuarial Research Paper No. 147). London, UK: Faculty of Actuarial Science & Insurance, City University London.

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