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OALib Journal期刊
ISSN: 2333-9721
费用：99美元
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最大化调节系数的最优比例再保险和破产概率――跳扩散模型
Keywords: 调节系数,跳扩散,比例保险,破产概率
Abstract:
考虑了一类新的保费原理――期望-标准差保费原理,基于此类新的保费原理之下,讨论了跳扩散(简称为j-d)模型中使得调节系数最大化的最优再保险问题,并且得到了最优再保险策略,最大调节系数和破产概率的最小指数上界的清晰表达式.最后通过数例和图表比较了j-d模型中有无再保险的情况.
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