Some optimality results for insurers under MV criterion 

In this talk, optimal investment and reinsurance problems for insurers will be considered. Under the criterion of Mean-Variance, we present some recent results ...
第十届海峡两岸统计与概率研讨会摘要集  2016-08-12 下载次数(1)| 被引次数(0)

Stop-Loss Reinsurance in Uncertain Environment 

Reinsurance is an effective management method which reduces the risk.Stop-loss reinsurance is one of the best forms in reinsurance.In this paper,the model of...
第八届中国不确定系统年会论文集  2010-08-01 下载次数(17)| 被引次数(0)

Optimal Dividend and Capital Injection of the Insurance Company with Proportional Reinsurance Policy 

This paper deals with the optimal control problem of the insurance company with proportional reinsurance policy.By controlling the dynamic reinsurance rate,divi...
第二十九届中国控制会议论文集  2010-07-29 下载次数(29)| 被引次数(0)

基于倒向随机微分方程的链式再保险定价模型 

本文对再保险的作用进行了说明,针对链式再保险,建立了再保险定价的倒向随机微分方程,再保险定价方法以随机过程为基础,不用考虑死亡率,损失的概率分布等因素;为再保险定价提供了新的思路。
第八届中国青年运筹信息管理学者大会论文集  2006-08-01 下载次数(108)| 被引次数(1)