针对停止损失再保险(stop loss reinsurance)，分别运用均值一方差(mean-variance)保费定价原理及效用理论(utility theory)，在再保险人总索赔额的基础之上推导出最优再保险(...
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超额赔款保险 excess of loss cover 超赔款率再保险 excess of loss ratio reinsurance; stop loss reinsurance 超过价值 excess value ..
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... 损失限额分保 stop loss reinsurance 损失限额再分保 stop loss reinsurance 损失因子 loss factor ...
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stop-loss reinsurance 超赔再保险
Stop-loss reinsurance plan 止损再保险计划
aggregate stop loss reinsurance 累积超额赔款再保险
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
停止损失再保险作为一种再保险方式，在具有相同保费的前提下，能使保险人的期望效用最大，并能使其自留风险方差最小。
Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.
第二章讨论了均值方差原理下的再保险最优化模型及其适用条件，针对停止损失再保险，得出个体模型与集合模型下的最优结论。
In the forth chapter we stated the comparison of stop-loss reinsurance premium about dependent risks. We mainly discussed the premium comparison of stop-loss reinsurance in the individual risk models.
第四章研究了风险相依下停止损失再保险保费的比较问题，主要考虑在个体风险模型中若干变量之间存在相依关系时的再保险保费的比较。
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