最优变换损失再保险  

作　　者：邵建华[1] 李艳方[1] 

机构地区：[1]中南大学数学科学与计算技术学院,湖南长沙410075

出　　处：《保险职业学院学报》2009年第5期33-35,共3页Journal of Insurance Professional College

摘　　要：在再保险保费为按方差准则收取的条件下,研究使得调节系数最大的变换损失再保险中分保函数的参数取值,得到最优参数和最大调节系数所满足的方程。并通过数值计算,对不同再保险方式下的最大调节系数最大值进行了比较。This paper discusses the optimal change loss reinsurance which maximizes the adjustment coefficient of the retained risk,when the reinsurance premium is calculated by the variance principle. And we get the equations which the optimal reinsurance function and the maximum adjustment coefficient should satisfy. Finally through numerical calculation,we compare the maximum adjustment coefficients of different reinsurance forms.

关 键 词：调节系数 变换损失再保险 方差准则 

分 类 号：F84[经济管理—保险]