摘要
本文利用对偶效用理论下的保费原理,从理论上研究了保险公司的再保险需求问题,给出了一般原则下的再保险需求条件,针对比例再保险及停止损失再保险给予了具体的研究。作为应用例子,本文分别对损失服从两点分布、指数分布、Pareto分布进行了更细致的研究。
The problem of reinsurance requirement is studied by using tile premium principle based on dual utility theory. A general condition about reinsurance requirement is shown. Proportion reinsurance and stop-loss reinsurance are investigated. Moreover, as examples, three distributions of risk-loss are analysed in detail.
出处
《数量经济技术经济研究》
CSSCI
北大核心
2005年第4期100-106,共7页
Journal of Quantitative & Technological Economics
关键词
对偶效用
保费原理
再保险
Dual Utility Theory
Premium Principle
Reinsurance
