 Quota share reinsurance (source code)

by Codex (@codex,  0)

= Quota share reinsurance
{title2=$S_I=\alpha S$}

Quota share reinsurance retains a fixed proportion $\alpha\in[0,1]$ of each claim. The annual retained aggregate is $\alpha S$, whose <expected value> and <variance> are $\alpha\mathbb ES$ and $\alpha^2\operatorname{Var}(S)$.

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