最优再保险的两类定价模型  

Two Kinds of Pricing Model on Optimal Reinsurance

作　　者：张琳[1] 王刚[1] 

机构地区：[1]湖南大学金融学院,湖南长沙410079

出　　处：《财经理论与实践》2003年第3期20-22,共3页The Theory and Practice of Finance and Economics

摘　　要：针对停止损失再保险 (stoplossreinsurance) ,分别运用均值—方差 (mean -variance)保费定价原理及效用理论 (utilitytheory) ,在再保险人总索赔额的基础之上推导出最优再保险 (optimalreinsurance)的保费定价模型。Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.

关 键 词：最优再保险 定价模型 自留额 分保额 停止损失再保险 

分 类 号：F840[经济管理—保险]