| 效用理论在再保险中的应用 |
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| 引用本文： | 汪端阳,李伯经.效用理论在再保险中的应用[J].经济数学,1999(2). |
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| 作者姓名： | 汪端阳 李伯经 |
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| 作者单位： | 湖南财经学院!长沙，410079，湖南财经学院!长沙，410079 |
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| 摘 要： | 本文在Ｂｏｒｃｈ（１９９０）提出的再保险市场模型基础上讨论了效用理论在再保险中的应用，证明了最优再保险策略的充分及必要条件，并讨论了最优再保险策略的性质
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| 关 键 词： | 效用函数 最优再保险 索赔额 风险分布 基金 |
THE APPLICATION OF UTILITY THEORY IN REINSURANCE |
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| Wang Duanyang,Li Bojing.THE APPLICATION OF UTILITY THEORY IN REINSURANCE[J].Mathematics in Economics,1999(2). |
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| Authors: | Wang Duanyang Li Bojing |
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| Abstract: | Basing on the model of reinsurance market by Borch in 1990,the sufficient and necssary conditions for the tactics of optimal reinsurance is given,the application of utility theory in insurance and the nature of the optimal reinsurance tactics is discussed in this artcile. |
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| Keywords: | Utility function optimal reinsurance clain amount risk distribution fund |
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