风险的厌恶序在再保险中的应用

数学季刊 ›› 2010, Vol. 25 ›› Issue (2): 267-275.

风险的厌恶序在再保险中的应用

Department of Mathematics and Information Science, Henan Institute of Finance and Economic

收稿日期:2008-12-30 出版日期:2010-06-30 发布日期:2023-06-05
作者简介: ZHANG Rui(1964-), female, native of Nanyang, Henan, an associate professor of Henan Institute of Finance and Economic, M.S.D., engages in actuarial mathematics.

Applications of the Aversion Order of Risks in Reinsurance

Department of Mathematics and Information Science, Henan Institute of Finance and Economic

Received:2008-12-30 Online:2010-06-30 Published:2023-06-05
About author: ZHANG Rui(1964-), female, native of Nanyang, Henan, an associate professor of Henan Institute of Finance and Economic, M.S.D., engages in actuarial mathematics.

摘要/Abstract

摘要： The aversion order is a way of ordering of risks. Is there the optimal in aversion order in reinsurance contracts of reinsurance? This paper discusses these objects and gives some optimal reinsurance contracts in certain sets of feasible reinsurance contracts.

关键词: risk, aversion order, reinsurance contract, the optimal reinsurance contract

Abstract: The aversion order is a way of ordering of risks. Is there the optimal in aversion order in reinsurance contracts of reinsurance? This paper discusses these objects and gives some optimal reinsurance contracts in certain sets of feasible reinsurance contracts.

Key words: risk, aversion order, reinsurance contract, the optimal reinsurance contract

中图分类号:

O211.67

张瑞, 臧振春, 苏白云等. 风险的厌恶序在再保险中的应用[J]. 数学季刊, 2010, 25(2): 267-275.

ZHANG Rui, ZANG Zhen-chun, SU Bai-yun, LI Hai-yin. Applications of the Aversion Order of Risks in Reinsurance[J]. Chinese Quarterly Journal of Mathematics, 2010, 25(2): 267-275.

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