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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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。
The stop-loss reinsurance as one way of reinsurance can make insurers obtain the highest expected effectiveness but the lowest risk variance.
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。
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.
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。
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.
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