风险自留与再保实务探讨

Capacity(Partialreinsurance)(Retention)3.1Unitrisk(QuotaShareReinsurance)(SurplusReinsurance)3-1()3-1VoyagepolicyTimepolicyFreereserves11.2.Insuranceportfolio””100%3.1Retentionlevels,InternationalReinsuranceCourse,Mercantile&General1991p.1nPortfolionnn147nPereventPerrisk22SwissRe,Designingpropertyreinsuranceprogrammes/Thepragmaticapproach,1999WXL(WorkingXL)nNetcapacityGNPI/Capitalpluslossreservesapprox.50%Netpremiums/Grosspremiums15%300,000,000/330,000,00091%15%10Netcapacity/Netpremiums10%12,000,000/300,000,0004%10%n(Netretention)Netretention/GNPIapprox.2%2,000,000/300,000,0000.67%(approx.2%)Netretention/Liquidfundsapprox.5%Netretention/Capitalpluslossreservesapprox.1%Netretention/Retentionapprox.5%~25%2,000,000/12,000,00016.7%(5%~25%)50%-60%5003…4395(LawofAverage)5567893-110(Surplus/ExcessofLoss,OuotaShare/ExcessofLoss,CombinedQuotaShareandSurplus/ExcessofLoss)(ExcessofLoss/QuotaShare)BouquetWholeAccountCoverFacultativeReinsuranceTreatyReinsuranceOpenCover5%a.(UnderwritingCapacity)b.c.FacultativeObligatoryCover200371111