%0 Journal Article
%T Research on Premium Adjustment Models<br>保费调整模型的研究
%A RONG Xi-min
%A <br>荣喜民
%J 系统工程理论与实践
%D 2001
%I 
%X In this paper, by analyzing insurance aggregate claims and effective investment, backward stochastic differential equation is used to establish insurance price adjustment models that are affected by investment. In addition,insurance price adjustment formulas for several general insurance types are also presented. The research has positive role for insurers to improve their status with investment in insurance market. Finally a practical example is given to illustrate the applications of the results.
%K aggregate claims
%K insurance pricing
%K adapted
%K derivative assets<br>累积损失
%K 保险定价
%K 适应的
%K 倒向随机微分方程
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=962324E222C1AC1D&jid=1D057D9E7CAD6BEE9FA97306E08E48D3&aid=EF5039D4C5336BE1&yid=14E7EF987E4155E6&vid=659D3B06EBF534A7&iid=B31275AF3241DB2D&sid=68D88C2FCF9C3098&eid=AA76E167F386B6B3&journal_id=1000-6788&journal_name=系统工程理论与实践&referenced_num=6&reference_num=12