多险种风险模型的再保险  

Reinsurance of multi-type risk model

作　　者：邓珠子[1] 郑洲顺[1] 

机构地区：[1]中南大学数学院,长沙410083

出　　处：《数学理论与应用》2007年第2期4-7,共4页Mathematical Theory and Applications

摘　　要：本文在考虑保险公司实际经营过程的基础上,建立了一个索赔到达为齐次Poisson过程且含有随机干扰项的多险种风险模型,分别讨论了其在比例再保险和超额再保险两种情况下调节系数R的上下界,得到索赔额服从指数分布时调节系数R与比例再保险比例系数α,以及调节系数R与超额再保险的免赔额M的关系式,并分别给出算例,得出和经典风险模型再保险一致的结论.A multi--type risk model with diffusion is constructed basing on practical operation of insurance company. The boundary of R is discussed under proportion insurance and excess insurance respectively. The equations of R and a, R and M are gained when clams obey exponential distribution. The same conclusion as reinsurance of classical risk model is obtained from the examples.

关 键 词：多险种 调节系数 比例再保险 超额再保险 

分 类 号：F842.6[经济管理—保险]