The paper concerns the problem how to purchase the reinsurance in order to make the insurer and the reinsurance company's total risk to be least under the expected value principle. When the insurer and reinsurance co...The paper concerns the problem how to purchase the reinsurance in order to make the insurer and the reinsurance company's total risk to be least under the expected value principle. When the insurer and reinsurance company take arbitrary risk measures, sufficient con- ditions for optimality of reinsurance contract are given within the restricted class of admissible contracts. Further, the explicit forms of optimal reinsurance contract under several special risk measures are given, and the method to decide parameters as well.展开更多
In this paper, we are concerned with the symmetric positive solutions of a 2n-order boundary value problems on time scales. By using induction principle,the symmetric form of the Green's function is established. In o...In this paper, we are concerned with the symmetric positive solutions of a 2n-order boundary value problems on time scales. By using induction principle,the symmetric form of the Green's function is established. In order to construct a necessary and sufficient condition for the existence result, the method of iterative technique will be used. As an application, an example is given to illustrate our main result.展开更多
文摘The paper concerns the problem how to purchase the reinsurance in order to make the insurer and the reinsurance company's total risk to be least under the expected value principle. When the insurer and reinsurance company take arbitrary risk measures, sufficient con- ditions for optimality of reinsurance contract are given within the restricted class of admissible contracts. Further, the explicit forms of optimal reinsurance contract under several special risk measures are given, and the method to decide parameters as well.
基金Supported by NNSF of China(11201213,11371183)NSF of Shandong Province(ZR2010AM022,ZR2013AM004)+2 种基金the Project of Shandong Provincial Higher Educational Science and Technology(J15LI07)the Project of Ludong University High-Quality Curriculum(20130345)the Teaching Reform Project of Ludong University in 2014(20140405)
文摘In this paper, we are concerned with the symmetric positive solutions of a 2n-order boundary value problems on time scales. By using induction principle,the symmetric form of the Green's function is established. In order to construct a necessary and sufficient condition for the existence result, the method of iterative technique will be used. As an application, an example is given to illustrate our main result.