Journal of Jianghan University(Natural Science Edition) ›› 2019, Vol. 47 ›› Issue (1): 18-23.doi: 10.16389/j.cnki.cn42-1737/n.2019.01.003
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JIANG Lanqing,QIU Leipin
Online:
Published:
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
CLC Number:
O211.6
JIANG Lanqing,QIU Leipin. Optimal Reinsurance of Mixed Doubletype Insurance with Thinning Process[J]. Journal of Jianghan University(Natural Science Edition), 2019, 47(1): 18-23.
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URL: https://qks.jhun.edu.cn/jhdx_zk/EN/10.16389/j.cnki.cn42-1737/n.2019.01.003
https://qks.jhun.edu.cn/jhdx_zk/EN/Y2019/V47/I1/18