| 引用本文： |
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唐国强,杨端翠.成数再保险和超额赔款再保险策略[J].广西科学院学报,2006,22(1):58-59,63. [点击复制]
- TANG Guo-qiang,YANG Duan-cui.Strategy of Quota Share Reinsurance and Excess of Loss Treaties Research on Reinsurance[J].Journal of Guangxi Academy of Sciences,2006,22(1):58-59,63. [点击复制]
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| 摘要: |
| 针对比例再保险和非比例再保险,在分出公司最小盈余或利润目标确定和已知赔款额分布的情况下,把保持财务稳定性作为确定自留额的目标,根据VaR原理提出具有最优自留额的成数再保险与超额赔款再保险的策略. |
| 关键词: 再保险 成数 超额赔款 自留额 赔款额分布 VaR |
| DOI： |
| 投稿时间：2005-04-05 |
| 基金项目:广西自然科学基金项目(0339071)资助 |
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| Strategy of Quota Share Reinsurance and Excess of Loss Treaties Research on Reinsurance |
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TANG Guo-qiang1,2, YANG Duan-cui2
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| (1.Department of Statistics, East China Normal University, Shanghai, 200062, China;2.Department of Mathematics and Physics, Guilin University of Technology, Guilin, Guangxi, 541004, China) |
| Abstract: |
| Aiming at proportion reinsurance and non-proportion reinsurance,in consideration of ensuring minimal surplus or return and keeping financial stability as the aim of retention,according to the VaR law,we gain the strategy of quota share and excess of loss reinsurance and compute optimal retention in known claim distribution.The strategy of quota share reinsurance and excess of loss reinsurance is a strategy research on reinsurance based on financial stabilization. |
| Key words: reinsurance quota share excess of loss retention claim distribution VaR |
