摘要
讨论了n家合作保险公司共同承保某一风险,以达到降低保费和提高市场竞争力的目的,得到了各家保险公司应承保的最佳风险分配比,给出了对应总的最小承保保费的计算公式并通过停止损失序证明了停止损失再保险的最优性.
A large number of cooperative companies insuring a given risk together were discussed to decrease the total premium and to increase their market competency. The best risk allocation was obtained, and the general calculation formula about the minimal total premium was derived. By the risk ordering theory, a con- cision prove of optimal reinsurance theorem was given.
出处
《重庆文理学院学报（自然科学版）》
2010年第2期5-7,共3页
Journal of Chongqing University of Arts and Sciences
基金
吉林省教育厅科学技术研究十一五规划重点项目(吉教科合字[2007]第152号)
天水师范学院科研基金(TSB0814)
关键词
帕雷托最优
再保险
合作保险
Pareto - optimality
reinsurance
cooperative insurance
