Keywords: Conditional tail expectation risk measure
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Journal Articles
Agricultural Finance Review (2013) 73 (2): 310–328.
Published: 26 July 2013
... of the reinsurance treaty. The reinsurance model is calibrated to unique data sets, including private reinsurance experience for Manitoba, and loss cost ratio (LCR) experience for all of Canada, under the assumption of the standard deviation premium principle and conditional tail expectation risk measure...

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