关于停止损失再保险的调节系数最大化问题

The Optimality of Stop-loss Reinsurance's Adjustment Coefficient

停止损失再保险作为一种再保险方式,在具有相同保费的前提下,能使保险人的期望效用最大,并能使其自留风险方差最小。另外在保费和费率相等的前提下,停止损失再保险的调节系数不可能比其他再保险方式的调节系数小。本论文在此基础上作了相应推广,讨论了在保费相等的前提下,停止损失再保险的费率满足时,其调节系数不小于其他再保险方式的调节系数。

The stop-loss reinsurance as one way of reinsurance can make insurers obtain the highest expected effectiveness but the lowest risk variance.In the condition of the same premium and premium rate,the adjustment coefficient of stop-loss reinsurance can't bo smaller than other reinsurance's adjustment coefficient.This article discusses the premium rate of stop-loss reinsurance whose adjustment coefficient is not smaller than the adjustment coefficient of other means of insurance in the condition of the same premium when its rate is satisfied.