赔偿限额情形下保险资金混合分红问题研究

Research on the Problem of the Mixed Dividend of Insurance Funds under the Limit of Compensation

研究索赔次数为复合Poisson-Geometric风险下索赔额的一种修正分布的保险混合分红问题,运用动态规划原理建立了混合分红函数满足的HJB方程,通过求解HJB方程得到了其显式解,最后用数值算例分析了偏离系数对混合分红的影响,对保险资金的管理具有一定的指导意义。

In order to study that the number of claims was a kind of insurance mixed dividend problem with modified distribution of claim amount under the risk of recombination Poisson-Geometric, using dynamic programming principle, the HJB equation with mixed dividend function satisfied was established.The explicit solution was obtained by solving the HJB equation.Finally,the influence of the deviation coefficient on the mixed dividend was analyzed through numerical examples, and it provided some guidance for the management of insurance funds.