The Optimal Reinsurance Strategy under Conditional Tail Expectation (CTE) and Wang’s Premium Principle

Table 2

When , the ceded functions and premiums correspond to different values of N.

			N	a	l
0.01	728.32	1144.48	400	400	1	11.11
			726.44	726.44	1	4.66
			900	970 (726)	1 (0.63)	2.92
0.025	483.99	825.99	200	200	1	25.00
			480.48	480.48	1	8.64
			700	927 (480)	1 (0.37)	3.15
0.1	230.89	441.53	100	100	1	44.44
			221.84	221.82	1	22.48
			300	323 (222)	1 (0.65)	14.63