Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility[J]. J. Appl. Math. Comput. , 2011,36 : 11-25.Liang, Z,Guo, J.Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility. J. Appl. Math. Comput . 2010...
In this paper, we seek to find the optimal retentions for an insurance company which intends to reinsure each of n risks belonging to its portfolio, by means of a pure quota-share treaty, a pure excess of loss treaty or any combination of the two. The criterion chosen to the selection...
4) excess of loss insurance 超额损失保险 1. The other is the optimal free claims in excess of loss insurance. 运用对偶效用理论分析了两个经典的保险经济学问题 ,一是解释了比例保险中买全额保险是否最优的问题 ,这个问题用传统期望效用理论的方法分析将得到与实际相矛盾的结果 ;另一个是超额损失保险...
Finally, numerical experiments are carried out to illustrate the effects of model parameters on the optimal time-consistent reinsurance-investment strategy, and to compare the pure excess of loss reinsurance with the pure quota-share reinsurance through analyzing the optimal value function....
2) combinations of quota-share with excess of loss reinsurance 超额损失再保险与成数分保的组合3) excess-of-loss reinsurance 超额损失再保险 1. With both the insurer s benefit and the reinsurer s benefit under consideration and on the assumption that investment fund follows lognormal distribution...