Chinese Quarterly Journal of Mathematics ›› 2010, Vol. 25 ›› Issue (2): 267-275.

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Applications of the Aversion Order of Risks in Reinsurance

  

  1. 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.

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

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