考虑保险责任调整的精算风险模型与优化分析  

Actuarial risk models and optimization of considering insurance responsibilities readjustment

作　　者：陶菊春[1] 高金玲[1] 张婷婷[1] 

机构地区：[1]西北师范大学数学与统计学院,甘肃兰州730070

出　　处：《西北师范大学学报（自然科学版）》2014年第3期9-13,共5页Journal of Northwest Normal University(Natural Science)

基　　金：国家自然科学基金资助项目(61062012);甘肃省教育厅科学基金资助项目(0901-08)

摘　　要：针对几种常见的保险责任调整及其风险模型,探讨了它们之间的相互关系以及保险责任调整对保单风险的影响;通过研究一类特殊的混合分布模型及其性质,给出了考虑保险责任调整的理赔风险模型的精算值与风险方差的计算公式;最后研究了自留额的确定与再保险安排的优化问题,得到了原保险公司与再保险公司赔付的最优均衡点.For several common insurance responsibilities and corresponding risk models , this paper elaborates the relation with insurance responsibilities readjustment each other , as well as the influence to policy risk , and gives out and proves the calculation formulas of actuarial value and risk variance considering insurance responsibilities adjusted risk model by building and researching a special mixture distribution model . Further , the insurance retention and the optimization of reinsurance arrangements are discussed , and the optimal equilibrium point of claims of the original insurance and reinsurance companies is given .

关 键 词：保险责任调整 风险模型 混合分布 精算值 风险方差 

分 类 号：F224[经济管理—国民经济]