| 最优成数再保险的一种新模型及其应用 |
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| 引用本文： | 赵秀菊.最优成数再保险的一种新模型及其应用[J].长春师范学院学报,2009(6). |
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| 作者姓名： | 赵秀菊 |
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| 作者单位： | 襄樊学院数学与计算机科学学院; |
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| 摘 要： | 本文针对成数再保险的不同险种,提出了一种新的最优成数再保险模型,其中熵函数被作为另一种风险的度量方法,并结合实例将实行再保险后的期望收益和方差与再保险前以及确定性等价收益模型进行了比较.
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| 关 键 词： | 自留额 再保险 熵 |
A New Optimal Quota Share Reinsurance Model and Application |
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| ZHAO Xiu-ju.A New Optimal Quota Share Reinsurance Model and Application[J].Journal of Changchun Teachers College,2009(6). |
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| Authors: | ZHAO Xiu-ju |
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| Institution: | College of Mathematics and Computer Sciences;Xiangfan University;Xiangfan 441053;China |
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| Abstract: | In this paper,we propose a new optimal quota share reinsurance model corresponding to different risks in quota share reinsurance,where the entropy is considered as another measure for risk.Through an example,our result is compared with that before reinsurance and that from certainty equivalence revenue model. |
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| Keywords: | retention reinsurance entropy |
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