| 均衡的再保险市场 |
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| 引用本文： | 杨步青,叶中行.均衡的再保险市场[J].应用数学,2001,14(2):90-92. |
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| 作者姓名： | 杨步青 叶中行 |
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| 作者单位： | 上海交通大学应用数学系, |
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| 基金项目： | 国家自然科学基金(19970130) |
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| 摘 要： | 本文讨论了再保险市场达到均衡状态的定义、性质以及与 Pareto最优的关系 .
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| 关 键 词： | 比例再保险 均衡 Pareto最优 有约束的Pareto最优 |
| 文章编号： | 1001-9847(2001)02-0090-03 |
| 修稿时间： | 2000年8月4日 |
Reinsurence Market in Equilibrium |
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| YANG Bu qing,YE Zhong xing.Reinsurence Market in Equilibrium[J].Mathematica Applicata,2001,14(2):90-92. |
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| Authors: | YANG Bu qing YE Zhong xing |
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| Abstract: | Suppoe only proportional reinsurance contracts are traded freely in a reinsurance market. The participants can construct reinsurance portfolio with contracts of different risks. Here we discuss the definition and property of the market equilibrium, as well as its relation with pareto optimal risk allocation and completeness of market. |
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| Keywords: | Proportional reinsurance Equilibrium Pareto optimal Constrained pareto optimal |
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