比例再保险

第五章以二维复合Poisson风险模型为例，利用动态控制理论讨论了使其取得最大累积折现分红值的最优分红策略和动态比例再保险策略。

In the fifth chapter , by dynamic control theory , the optimal dividend strategy and the optimal dynamic proportional reinsurance strategy are find out to maximize the cumulative expected discounted dividends in the bivariate compound Poisson model .

比例再保险又分为成数分保方式和溢额分保方式。

Proportional reinsurance composed of quota share reinsurance and surplus reinsurance .

比例再保险在VaR和CTE下的最优自留比例

Optimal Self-Retention Proportion for a Quota-Share Reinsurance under VaR and CTE Risk Measures

非比例再保险的保险费率由双方当事人议定。

The premium rate of disproportional reinsurance by bilateral party agreed .

比例再保险与非比例再保险的对比研究

Comparison Research on Proportional Reinsurance and Non - proportional Reinsurance

考虑借贷过程的比例再保险最优控制模型

An Optimal Control of Proportional Reinsurance Model with Borrowing Process

用组合投资理论确定最优比例再保险的一个方法

A Method on Optimal Proportional Reinsurance by Portfolio Theory

带有分红和借贷过程的比例再保险最佳控制模型之推广

Extension of Optimal Control Model for Proportional Reinsurance with Dividend and Borrowing Process

比例再保险模型的最优控制策略研究

Research on optimal control policy of proportional reinsurance model

熵理论在比例再保险中的应用

On Application of Entropy Theory to the Proportional Reinsurance

确定最优比例再保险决策模型研究

Studies of Decision-Making Models on Optimal Proportional Reinsurance

基于监管的保险公司最优比例再保险策略

Optimal proportional reinsurance policy based on regulations

本文主要讨论了非便宜的比例再保险问题。

We concentrate on non-cheap proportional reinsurance .

主要考虑一类带红利和税收的比例再保险盈余模型。

This paper investigates a class of proportional reinsurance surplus model with dividend process and taxes .

在比例再保险中，又可以分为成数再保险和溢额再保险。

In scale reinsurance , can divide again to become several reinsurance and excessive forehead reinsurance .

再保险的具体形式可以分为比例再保险和非比例再保险两类。

The particular form of reinsurance can be divided for scale reinsurance and disproportional reinsurance two kinds .

比例再保险是按照比例分摊保费与损失。

In proportional reinsurance , the premium and loss payment are apportioned as the " share " .

该选择哪种方式进行分保，要综合考虑比例再保险和非比例再保险的最佳值，进行比较分析从而得以实现真正现实意义上的Paretoj最优。

Which means reinsurance , considering proportion reinsurance and disproportional reinsurance optimal value , comparative analysis and realistic significance to realize the Pareto optimality .

论文构建了三个博弈分析模型，对比例再保险构建了完全信息动态模型；对超额损失再保险构建了完全信息动态喝不完全信息动态连个模型。

The writer built three models , a complete information dynamic model of Sum Insured Reinsurance and two models of Loss Reinsurance Sum Insured Reinsurance respectively in complete and uncompleted information .

具体来说就是在降低收益的同时更多的降低了风险。（2）非比例再保险和比例再保险作为两种不同类型的再保方式，所得到的分保策略是不同的。

Specifically is lower yields and more in the lower risk . Second : Disproportional reinsurance and proportion reinsurance as two different types of reinsurance means , the reinsurance strategy is different .

对比例再保险和超额赔款再保险两种情况进行分析，得出了它们在一定的置信度下，再保险公司为达到或超过某利润率所应厘定的保费定价模型。

Premium pricing models aimed to achieve or surpass a profit rate at a certain credibility level are obtained for reinsurance companies based on the analysis of proportion reinsurance and excess-of-loss reinsurance .

在一类带分红过程比例再保险模型的基础上，把借贷过程这一因素考虑进去，构造了一新的包括分红过程和借贷过程的比例再保险模型。

On the basis of a proportional reinsurance model with dividend process , we introduce a borrowing process into the state process , making up a new one that includes two processes .

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。

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 .

本文利用对偶效用理论下的保费原理，从理论上研究了保险公司的再保险需求问题，给出了一般原则下的再保险需求条件，针对比例再保险及停止损失再保险给予了具体的研究。

The problem of reinsurance requirement is studied by using tile premium principle based on dual utility theory . A general condition about reinsurance requirement is shown . Proportion reinsurance and stop-loss reinsurance are investigated .

比例再保险是原保险人与再保险人，即分出人与分入人之间订立再保险合同，按照保险金额，约定比例，分担责任。

Scale reinsurance is original underwriter and reinsurance person , divide a person and cent to enter namely conclude between the person reinsurance contract , according to insurance amount , make an appointment with certainty ratio , partake responsibility .

在国际再保险市场上，比例和非比例再保险等传统业务形式占据主导地位。

At present reinsurance market , traditional reinsurance , namely proportional and non-proportional reinsurance , holds a leading status .

本文运用博弈论和保险理论研究再保险定价中直接保险人自留额和最优自留比例以及最有再保险保费的相关问题。

This paper made a research about the retention and the best retention rate of direct insurer with the method of game theory and insurance theory .