摘要
再保险定价方法以随机过程为基础,与传统的以概率统计为基础的再保险定价方法有明显的不同,它不用考虑死亡率,损失的概率分布等因素,针对溢额再保险,建立了其定价的随机微分方程,给出了具体的定价表达式.
In this paper, the new reinsurance pricing method that is on the basis of stochastic process is obvious different from traditional reinsurance pricing method that are on the basis of probability statistic, it need not to consider the mortality rates and the probability ditribution of losses. With surplus reinsurance, the stochastic differential equations is given, and on this basic the pricing formula is driven.
出处
《经济数学》
2005年第2期127-131,共5页
Journal of Quantitative Economics
