再保险定价的研究

Research on reinsurance pricing

对再保险的作用进行了说明 ,针对比例再保险和非比例再保险 ,建立了再保险定价的倒向随机微分方程 ,并进行了再保险价格研究 .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 ,为再保险定价提供了新的思路 ,丰富了有限的再保险定价方法 ,有重要的理论和实际意义 .

At the beginning of the paper, authors give some explaination for the role of reinsurance. With proportion reinsurance and non-proportion reinsurance, the back-forward stochastic differential equations of reinsurance pricing is given, and research of reinsurance price is done. 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 and statistic, it need not to consider the mortality rates and the probability distribution of losses. The new insurance pricing method provides a new thinking for reinsurance pricing, enrich reinsurance pricing methods, and provides more theorial and practical significance.