Retention (Treaty Priority) R

Reinsurance Premiums

Risk Aversion Index r = 6.8

Risk Aversion Index r = 7

Risk Aversion Index r = 10.8

Reinsurance Premium ( ${\Pi }_{r=6.8}\left(R\right)$ )

Reinsurance Premium ( ${\Pi }_{r=7}\left(R\right)$ )

Reinsurance Premium ( ${\Pi }_{r=10.8}\left(R\right)$ )

1,000,000

19,869,439

21,030,169

41,637,318

2,000,000

19,561,745

20,711,946

41,161,331

4,244,000

18,980,106

20,107,452

40,202,598

5,000,000

18,802,541

19,922,384

39,898,947

6,490,000

18,469,874

19,575,158

39,319,291

8,000,000

18,150,743

19,241,536

38,751,796

10,000,000

17,749,056

18,820,999

38,023,887

12,000,000

17,365,970

18,419,392

37,317,382

14,000,000

16,997,693

18,032,873

36,628,193

16,000,000

16,641,634

17,658,818

35,953,489

18,000,000

16,295,925

17,295,329

35,291,199

20,000,000

15,959,157

16,940,976

34,639,746