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1. Aggregate claims from a risk have a compound Poisson distribution with parameter 1. Individual claims have v(a, A) = v(3, .06). The Insurer's loading
1. Aggregate claims from a risk have a compound Poisson distribution with parameter 1. Individual claims have v(a, A) = v(3, .06). The Insurer's loading factor is 20% and reinsurer's loading factor is 30%. The insurer considers proportional reinsurance with 50% retention level vs. no reinsurance. Which option should the insurer choose to maximize adjustment coefficient
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