摘要
对趸缴保费和分期缴纳保费两种情况 ,在投资基金服从对数正态分布的假定下 ,研究投资连结产品在经营期内每年的最优比例再保险和超额损失再保险策略 。
Based the assumption that investment fund follows lognormal distribution, the paper gives optimal propor tional reinsurance and excess of loss reinsurance for the quity linked insurance products of single premium and level premium. The results have a directly helpful role for insurers to design the reinsurance.
出处
《系统工程》
CSCD
北大核心
2004年第3期72-76,共5页
Systems Engineering
基金
国家自然科学基金资助项目 (1 0 1 71 0 5 1 )
关键词
投资连结产品
再保险策略
保险公司
投资基金
Equity Linked Insurance Product
Investment Fund
Proportional Reinsurance
Excess of Loss Reinsurance
