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风险的厌恶序在再保险中的应用(英文)

Applications of the Aversion Order of Risks in Reinsurance

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【Author】 ZHANG Rui,ZANG Zhen-chun,SU Bai-yun,LI Hai-yin(Department of Mathematics and Information Science,Henan Institute of Finance and Economic,Zhengzhou 450002,China)

【机构】 Department of Mathematics and Information Science,Henan Institute of Finance and Economic；

【摘要】 The aversion order is a way of ordering of risks.Is there the optimal in aversion order in reinsurance contracts of reinsurance? This paper discusses these objects and gives some optimal reinsurance contracts in certain sets of feasible reinsurance contracts.更多还原

【Abstract】 The aversion order is a way of ordering of risks.Is there the optimal in aversion order in reinsurance contracts of reinsurance? This paper discusses these objects and gives some optimal reinsurance contracts in certain sets of feasible reinsurance contracts.更多还原

【关键词】 risk； aversion order； reinsurance contract； the optimal reinsurance contract；
【Key words】 risk； aversion order； reinsurance contract； the optimal reinsurance contract；

【文献出处】数学季刊 ,Chinese Quarterly Journal of Mathematics , 编辑部邮箱 ,2010年02期

【分类号】O211.67
【被引频次】1
【下载频次】55

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