Layer reinsurance treaty is a common form obtained in the problem of optimal reinsurance design. In this paper, we study allocations of policy limits in layer reinsurance treaties with dependent risks. We investigate the effects of orderings and heterogeneity among policy limits on the expected utility functions of the terminal wealth from the viewpoint of risk-averse insurers faced with right tail weakly stochastic arrangement increasing losses. Orderings on optimal allocations are presented for normal layer reinsurance contracts under certain conditions. Parallel studies are also conducted for randomized layer reinsurance contracts. As a special case, the worst allocations of policy limits are also identified when the exact dependence structure among the losses is unknown. Numerical examples are presented to shed light on the theoretical findings.

分层再保险条约是最优再保险设计问题中的一种常见形式。在本文中，我们研究了具有相关风险的分层再保险条约中政策限额的分配。我们从面临右尾弱随机安排增加损失的风险规避保险公司的角度研究了政策限制之间的顺序和异质性对终端财富的预期效用函数的影响。在特定条件下，为正常层再保险合同提供最佳分配顺序。还对随机分层再保险合同进行了平行研究。作为一种特殊情况，当损失之间的确切依赖结构未知时，也可以确定最差的政策限制分配。