| 多险种风险模型的再保险 |
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| 引用本文： | 邓珠子 郑洲顺. 多险种风险模型的再保险[J]. 数学理论与应用, 2007, 27(2): 4-7 |
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| 作者姓名： | 邓珠子 郑洲顺 |
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| 作者单位： | 中南大学数学院 长沙410083 |
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| 摘 要： | 本文在考虑保险公司实际经营过程的基础上,建立了一个索赔到达为齐次Poisson过程且含有随机干扰项的多险种风险模型,分别讨论了其在比例再保险和超额再保险两种情况下调节系数R的上下界,得到索赔额服从指数分布时调节系数R与比例再保险比例系数α,以及调节系数R与超额再保险的免赔额M的关系式,并分别给出算例,得出和经典风险模型再保险一致的结论.
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| 关 键 词： | 多险种 调节系数 比例再保险 超额再保险 |
| 修稿时间： | 2006-10-30 |
Reinsurance of multi--type risk model |
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| De Zhuzi Zheng Zhoushun. Reinsurance of multi--type risk model[J]. Mathematical Theory and Applications, 2007, 27(2): 4-7 |
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| Authors: | De Zhuzi Zheng Zhoushun |
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| Affiliation: | School of mathematical sciences and computing technology, Central South University, Changsha, 410083 |
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| Abstract: | A multi--type risk model with diffusion is constructed basing on practical operation of insurance company. The boundary of R is discussed under proportion insurance and excess insurance respectively. The equations of R and a, R and M are gained when clams obey exponential distribution. The same conclusion as reinsurance of classical risk model is obtained from the examples. |
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| Keywords: | Multi-type Adjust coefficient Proportion insurance Excess insurance |
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