摘要
针对停止损失再保险 (stoplossreinsurance) ,分别运用均值—方差 (mean -variance)保费定价原理及效用理论 (utilitytheory) ,在再保险人总索赔额的基础之上推导出最优再保险 (optimalreinsurance)的保费定价模型。
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
出处
《财经理论与实践》
CSSCI
北大核心
2003年第3期20-22,共3页
The Theory and Practice of Finance and Economics
