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Applications of the Aversion Order of Risks in Reinsurance 被引量:2

Applications of the Aversion Order of Risks in Reinsurance
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摘要 厌恶顺序是在那里的 risks.Is 订的一个方法在在再保险的再保险合同的厌恶顺序最佳吗?这份报纸讨论这些目标并且在可行再保险合同的某些集合给一些最佳的再保险合同。 The aversion order is a way of ordering of risks. Is there the optimal in aversion order in reinsurance contracts of reinsurance? This paper discusses these objects and gives some optimal reinsurance contracts in certain sets of feasible reinsurance contracts.
出处 《Chinese Quarterly Journal of Mathematics》 CSCD 2010年第2期267-275,共9页 数学季刊(英文版)
关键词 风险 厌恶顺序 再保险合同 最佳的再保险合同 risk aversion order reinsurance contract the optimal reinsurance contract
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