Before revision:  To allow the insurance company's survival after ruin, the reinsurer would have to inject capital . Assuming that these capital injections are not from the shareholders , but rather obtained through such new reinsurance agreements, the problem here is to determine adequate reinsurance premiums.
After revision:  To allow the insurance company's survival after ruin, the reinsurer injects capital only at ruin times caused by jumps larger than a chosen retention level. Otherwise capital must be raised from the shareholders , but rather obtained through such new reinsurance agreements, the problem here is to determine adequate reinsurance premiums.