In this paper, we propose an approach to explore reinsurance optimization for a non-life multi-line insurer through a simulation model that combines alternative reinsurance treaties. Based on the Solvency II framework, the model maximises both solvency ratio and portfolio performance under user-defined constraints. Data visualisation helps understanding the numerical results and, together with the concept of the Pareto frontier, supports the selection of the optimal reinsurance program. We show in the case study that the methodology can be easily restructured to deal with multi-objective optimization, and, finally, the selected programs from each proposed problem are compared.

在本文中，我们提出了一种通过结合替代再保险条约的模拟模型探索非寿险多线保险公司再保险优化的方法。该模型基于偿付能力 II 框架，在用户定义的约束下最大化偿付能力比率和投资组合性能。数据可视化有助于理解数值结果，并与帕累托边界的概念一起支持最佳再保险计划的选择。我们在案例研究中表明，该方法可以很容易地重组以处理多目标优化，最后，比较每个提出问题的选定程序。