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Applications of the Aversion Order of Risks in Reinsurance 被引量:2
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作者 ZHANG Rui ZANG Zhen-chun SU Bai-yun LI Hai-yin 《Chinese Quarterly Journal of Mathematics》 CSCD 2010年第2期267-275,共9页
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 cer... 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. 展开更多
关键词 RISK aversion order reinsurance contract the optimal reinsurance contract
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