With both the insurer s benefit and the reinsurer s benefit under consideration and on the assumption that investment fund follows lognormal distribution,the reinsurance pricing question affected by investment gains is discussed,and the pricing formula is established for proportion reinsurance and excess-of-loss reinsurance.
对比例保险和超额损失再保险2种情况,给出了再保险保费计算公式。
Using this method ,this paper first analyzes the option property of excess-of-loss reinsurance,and evaluates it by option pricing technique,then in a dynamic game theory model with complete information analyzes the optimal strategies of both o-riginal insurer and reinsurer as well as the equilibrium result,thus.
本文运用这种方法首先分析了超额损失再保险的期权特性,用期权定价技术为其定价,然后构建一个 完全信息动态博弈模型分析了原保险人和再保险人的最优策略和均衡结果,给出了无套利条件下的最优超 额损失再保险。
Starting from systematic view,the paper integrates compensations that insuers will be up against with its return on investment and establishes linear forward-backward stochastic differential equations for proportional and excess-of-loss reinsurance premiums.
从系统的观点出发,把保险公司的赔付情况与投资收益相结合,对比例再保险和超额损失再保险,建立了在投资背景下它们应满足的线性正倒向随机微分方程。
The other is the optimal free claims in excess of loss insurance.
运用对偶效用理论分析了两个经典的保险经济学问题 ,一是解释了比例保险中买全额保险是否最优的问题 ,这个问题用传统期望效用理论的方法分析将得到与实际相矛盾的结果 ;另一个是超额损失保险问题 ,给出了在各种保费原则下的最优免赔额的分析结果 。
We study the insurer s adjustment coefficient as a function of retention levels for combinations of quota-share with excess of loss reinsurance in the Sparre Anderson model.
本文在Sparre Anderson模型中采用超额损失再保险与成数分保混合的策略,其中成数分保再保险费按照原始条款计算,超额损失再保险费按Esscher保费原则计算。
Determination of Optimal Retention in Excess-Loss Reinsurance;
超额损失再保险中最优自留额的确定
Optimal XL Reinsurance Using Mean-Variance Premium Principle;
具有均值-方差保费原理的最优超额损失再保险
An Application of Game Theory to Optimal Excess-Loss Reinsurance;
博弈论在最优超额损失再保险中的应用
excess of loss reinsurance
超额损失合约再保险
excess of loss ratio reinsurance treaty
超额损失率分保合同
first-loss deductible [insurance]
第一损失免赔额 [保险]
Conditional Recursive Equations on Excess-of-Loss Reinsurance;
关于溢额损失再保险的条件分布的递推方程
Classified Excess of Loss Reinsurance
分级超额赔款再保险
Determination of the Best Retention in the Excess of Loss Reinsurance
超额赔款再保险中最优自留额的确定
STOP-LOSS TRANSFORMATION AND COMPARISON OF RISKS IN INSURANCE;
停止损失限额变换与保险风险比较(英文)
To prevent overpaying for policyholders' losses, the insurance industry has established a rule of indemnity.
为防止对投保人所受损失的超额赔付,保险公司已建立了一套赔偿规则。
Article238 The insurer's indemnification for the loss from the peril insured against shall be limited to the insured amount.
第二百三十八条保险人赔偿保险事故造成的损失,以保险金额为限。
Or should I opt for policy B with the higher premium of $180 but with a 50 percent discount for higher, excess?
b种保险费高一点,180美元,但高超额损失给百分之五十的折扣,我是不是应该选这种呢?
The Optimal Retention of a Poisson Risk Model on Excess Reinsurance in Constant Interest Rate with Disturbance
带干扰的常利率超额再保险Poisson风险模型的最优自留额
The full cost of storm damage will be paid by the insurer.
暴风雨所造成的损失将由保险公司全额理赔。
It shall be liable for paying indemnity for the losses caused by an insured accident within the scope of the insured amount.
对于保险事故造成的损失,在保险金额的范围内承担赔偿责任。
Optimal Retentions for a Stop-Loss Reinsurance with Dependent Risks under the VaR and CTE Risk Measures;
VaR和CTE测度下相依风险的最优停止损失再保险
Optimal Retention for a Stop-loss Reinsurance in Dependent Risks under the VaR Risk Measure
VaR下两相依风险的最优停止损失再保险
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