[1]李启才.两类保险业务时保险公司的调节系数和再保险策略[J].南京师范大学学报(自然科学版),2015,38(04):42.
 Li Qicai.Adjustment Coefficient and Reinsurance Policy UnderTwo Types Businesses for Insurer[J].Journal of Nanjing Normal University(Natural Science Edition),2015,38(04):42.
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两类保险业务时保险公司的调节系数和再保险策略()
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《南京师范大学学报》(自然科学版)[ISSN:1001-4616/CN:32-1239/N]

卷:
第38卷
期数:
2015年04期
页码:
42
栏目:
数学
出版日期:
2015-12-30

文章信息/Info

Title:
Adjustment Coefficient and Reinsurance Policy UnderTwo Types Businesses for Insurer
作者:
李启才
南京师范大学数学科学学院,江苏 南京 210023
Author(s):
Li Qicai
School of Mathematical Sciences,Nanjing Normal University,Nanjing 210023,China
关键词:
保费原理再保险调节系数破产概率
Keywords:
premium principlereinsuranceadjustment coefficientruin probability
分类号:
F830.91
文献标志码:
A
摘要:
考虑保险公司面临两类保险业务下的最优再保险问题. 一类保险业务的索赔量分布波动较大,采用方差保费原理. 而另一类索赔业务的索赔量分布比较集中,采用期望值保费原理. 在破产概率最小化准则下,得到保险公司相应的最优比例和超额损失再保险策略.
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.

参考文献/References:

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[4]梁志彬,郭军义. 最优比例与超额损失组合再保险下的破产概率[J]. 数学学报(中文版),2010,53(5):857-870.
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[7]李启才,顾孟迪. 净利润条件约束下拥有两类保险业务时保险公司最优再保险策略[J]. 数学的认识与实践,2015,45(15):196-202.
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备注/Memo

备注/Memo:
收稿日期:2014-05-13. 
基金项目:江苏省高校自然科学研究项目(13KJD110006)、国家自然科学基金(61304065). 
通讯联系人:李启才,博士,讲师,研究方向:随机控制及其应用. E-mail:liqicai@njnu.edu.cn
更新日期/Last Update: 2015-12-30