| 关于停止损失再保险的调节系数最大化问题 |
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| 引用本文： | 张秀萍,赵明清.关于停止损失再保险的调节系数最大化问题[J].运筹与管理,2007,16(3):129-131. |
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| 作者姓名： | 张秀萍 赵明清 |
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| 作者单位： | 山东科技大学,信息科学与工程学院,概率论与数理统计,山东,青岛,266510 |
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| 摘 要： | 停止损失再保险作为一种再保险方式,在具有相同保费的前提下,能使保险人的期望效用最大,并能使其自留风险方差最小.另外在保费和费率相等的前提下,停止损失再保险的调节系数不可能比其他再保险方式的调节系数小.本论文在此基础上作了相应推广,讨论了在保费相等的前提下,停止损失再保险的费率满足时,其调节系数不小于其他再保险方式的调节系数.
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| 关 键 词： | 停止损失再保险 纯保费 保险费率 调节系数 |
| 文章编号： | 1007-3221(2007)03-0129-05 |
| 修稿时间： | 2007年1月3日 |
The Optimality of Stop-loss Reinsurance's Adjustment Coefficient |
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| ZHANG Xiu-ping,ZHAO Ming-qing.The Optimality of Stop-loss Reinsurance''''s Adjustment Coefficient[J].Operations Research and Management Science,2007,16(3):129-131. |
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| Authors: | ZHANG Xiu-ping ZHAO Ming-qing |
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| Abstract: | The stop-loss reinsurance as one way of reinsurance can make insurers obtain the highest expected effectiveness but the lowest risk variance.In the condition of the same premium and premium rate,the adjustment coefficient of stop-loss reinsurance can't bo smaller than other reinsurance's adjustment coefficient.This article discusses the premium rate of stop-loss reinsurance whose adjustment coefficient is not smaller than the adjustment coefficient of other means of insurance in the condition of the same premium when its rate is satisfied. |
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| Keywords: | stop-loss reinsurance net premium premium rate adjustment coefficient |
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