Pressacco, FlavioZiani, Laura2012-04-232012-04-232011-07http://hdl.handle.net/10400.21/1432Based on our recent discovery of closed form formulae of efficient Mean Variance retentions in variable quota-share proportional reinsurance under group correlation, we analyzed the influence of different combination of correlation and safety loading levels on the efficient frontier, both in a single period stylized problem and in a multiperiod one.engMean-variance efficiencyConstrained quadratic optimizationProportional reinsuranceGroup correlationconference object