摘要
本文比较了各种保费计算原理的性质,研究期望效用理论、对偶效用理论在保费计算原理中的作用,对传统上保费计算原理的可加性提出了疑问。
The roles of expectative utility and dual utility in premium principle has been studied in this paper by comparing the properties of traditional premium principles.Moreover,some problems of the additive of premium principle is discussed.
基金
山东省自然科学基金资助项目(Y2004A07)
山东省社科规划研究项目(04BJJ31)
