关键词: 稀疏过程, 成数再保险, 超额损失再保险, 调节系数, 最优自留额

Abstract: On the basis of thinning related risk model，the adjustment coefficient was viewed as the function of retention of insurers，which was mixed reinsurance of quota share and excess of loss. Furthermore， the optimal self- retention amount of insurance companies could be achieved by maximizing the adjustment coefficient.

Key words: thinning process, quota share reinsurance, excess of loss reinsurance, adjustment coefficient, optimal retention