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Adjustment Coefficient and Reinsurance Policy UnderTwo Types Businesses for Insurer(PDF)

《南京师大学报（自然科学版）》[ISSN:1001-4616/CN:32-1239/N]

Issue:
2015年04期
Page:
42-
Research Field:
数学
Publishing date:

Info

Title:
Adjustment Coefficient and Reinsurance Policy UnderTwo Types Businesses for Insurer
Author(s):
Li Qicai
School of Mathematical Sciences，Nanjing Normal University，Nanjing 210023，China
Keywords:
premium principle; reinsurance; adjustment coefficient; ruin probability
PACS:
F830.91
DOI:
-
Abstract:
This paper discussed a reinsurance problem under two types businesses. The first insurance claims exhibit large fluctuations，the variance premium principle is more suitable than expected premium principle. Whereas，the second claims exhibit central tendency，the expected premium principle should work well. Under the criterion of minimizing the ruin probability，optimal proportional and excess-of-loss reinsurance policies are obtained.

References:

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Memo

Memo:
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Last Update: 2015-12-30