我国巨灾风险再保险中的分配机制研究

Study on the Allotment Mechanic of Catastrophe Risk Reinsurance

再保险公司的分保是经营农业保险的保险公司面临巨灾风险时的一种有效手段。但如何与再保险公司签订保费分配合同和将来出现赔付时如何进行风险分摊是能否促成再保险的关键因素。本文抛开传统的对再保险的研究方法,使用合作理论中的收益分配方法对此进行了深入研究。首先介绍了合作理论及收益分配模型的相关假设,建立了再保险公司与农险公司之间的保费分配模型,并给出了多目标决策规划解法,详细探讨了解的可行性与实际含义,为解决再保险中的保费分配(赔付分摊)问题提供了一条新路。

Reinsurance is an effective method for reinsurance company when facing catastrophe risk in dealing with agriculture insurance. How to allot premium and risk as well as signing the contract is a key problem in reinsurance deals. In this paper, the traditional research method is discarded; revenue allotment in cooperation theory is used to resolve this problem. Some assumptions of revenue allotment and cooperation theory are given first, and then a premium allotment model between reinsurance company and agriculture insurance company is proposed. The multi -criteria decision method is given to come to the conclusion. The feasibility and practical meaning is discussed to provide a new method for resolving premium allotment in reinsurance.