|本期目录/Table of Contents|

[1]许洲,孟祥美. 标准差保费原理下含限制条件的最优保险策略[J].浙江理工大学学报,2012,29(02):283-287.
 XU Zhou,MENG Xiang\|mei. Optimal Insurance under Standard Deviation Premium Principleand the Insurers Risk Constraint[J].Journal of Zhejiang Sci-Tech University,2012,29(02):283-287.
点击复制

 标准差保费原理下含限制条件的最优保险策略()
分享到:

浙江理工大学学报[ISSN:1673-3851/CN:33-1338/TS]

卷:
第29卷
期数:
2012年02期
页码:
283-287
栏目:
经济与管理
出版日期:
2012-04-28

文章信息/Info

Title:
 Optimal Insurance under Standard Deviation Premium Principleand the Insurers Risk Constraint
文章编号:
16733851 (2012) 02028305
作者:
 许洲1 孟祥美2
 1.浙江理工大学理学院, 杭州 310018; 2.杭州银行, 杭州 310003
Author(s):
 XU Zhou1 MENG Xiang\|mei2
 1. School of Sciences, Zhejiang Sci\|Tech University, Hangzhou 310018, China;2. Bank of Hangzhou, Hangzhou 310003, China
关键词:
 最优保险 期望效用 标准差保费计算原理
分类号:
F840:O211
文献标志码:
A
摘要:
    讨论使投保人的期望效用最大化的最优保险问题。给出了在标准差保费计算原理下并将保险公司的期望损失控制在一个特定水平时最优保险策略的充分条件。作为例子,在特殊的效用函数形式下,得到了最优保险策略的具体形式

参考文献/References:

 [1] Arrow K J. Uncertainty and the welfare economics of medical care[J]. American Economic Review, 1963, 53(5): 941\|973.
[2] Arrow K J. Optimal insurance and generalized deductibles[J]. Scandinavian Actuarial Journal, 1974(1): 1\|42.
[3] Deprez O, Gerber H U. On convex principles of premium calculation[J]. Insurance: Mathematics and Economics, 1985, 4 (3): 179\|189.
[4] Young V R. Optimal insurance under Wangs premium principle[J]. Insurance: Mathematics and Economics, 1999, 25(2): 109\|122.
[5] Wang S, Young V R, Panjer H H. Axiomatic characterization of insurance prices[J]. Insurance: Mathematics and Economics, 1997, 21(2): 173\|183.
[6] Wang S. Premium calculation by transforming the layer premium density[J]. ASTIN Bulletin, 1996, 26(1): 71\|92.
[7] Promislow S D, Young V R. Unifying framework for optimal insurance[J]. Insurance: Mathematics and Economics, 2005, 36(3): 347\|364.
[8] Zhou C Y, Wu C F. Optimal insurance under the insurers risk constraint[J]. Insurance: Mathematics and Economics, 2008, 42(3): 992\|999.
[9] Gajek L, Zagrodny D. Insurers optimal reinsurance strategies[J]. Insurance: Mathematics and Economics, 2000, 27(1): 105\|112.
[10]Gajek L, Zagrodny D. Optimal reinsurance under general risk measures[J]. Insurance: Mathematics and Economics, 2004, 34(2): 227\|240.
[11] Koller B, Detwyller N. APS reinsurance[J]. ASTIN Bulletin, 1997, 27(2): 329\|337.
[12] Kaluszka M. Mean\|variance optimal reinsurance arrangements[J]. Scandinavian Actuarial Journal, 2004(1): 28\|41.
[13] Kaluszka M. An extension of Arrows result on optimality of a stop loss contract[J]. Insurance: Mathematics and Economics, 2004, 35(3): 527\|536.

相似文献/References:

[1]陈智杰a,赵晓丽a,徐畅b,等. 有机颜料微胶囊在涂料染色中的应用及其染色效果分析[J].浙江理工大学学报,2013,30(01):1.
 CHEN Zhi jiea,ZHAO Xiao lia,XU Changb,et al. Application of Organic Pigment Microcapsule in Pigment Dyeingand Its Dyeing Results[J].Journal of Zhejiang Sci-Tech University,2013,30(02):1.
[2]詹永娟,谢维斌,姜晓云,等. 织物液态水传递性能的自动检测技术及应用[J].浙江理工大学学报,2013,30(01):6.
 ZHAN Yong juan,XIE Wei bin,JIANG Xiao yun,et al. Technology and Application of the Automatic Detection inTesting Liquid Transport Properties of Textiles[J].Journal of Zhejiang Sci-Tech University,2013,30(02):6.
[3]孙麒. 基于极大似然估计的织物图像分割[J].浙江理工大学学报,2013,30(01):12.
 SUN Qi. Textile Image Segmentation Based on theMaximum Likelihood Algorithm[J].Journal of Zhejiang Sci-Tech University,2013,30(02):12.
[4]巫静a,田彦杰b,汪澜a,等. 基于SVM理论的涤纶织物分散染料上染率模型研究[J].浙江理工大学学报,2013,30(01):21.
 WU Jinga,TIAN Yan jieb,WANG Lana,et al. Research on Modeling of DyeUptake Rate for Disperse Dyes onPolyester Fibers Based on SVM[J].Journal of Zhejiang Sci-Tech University,2013,30(02):21.
[5]周昊,徐英莲,齐素梅.微孔结构改性涤纶/棉混纺针织物服用性能的研究[J].浙江理工大学学报,2013,30(01):21.
 ZHAO Hao,XU Ying lian,QI Su mei. Research on Using Knitted Blend Fabric of Modified Polyesterby Cellular Structure and Cotton for Wearing[J].Journal of Zhejiang Sci-Tech University,2013,30(02):21.
[6]孙佳英,李艳清,章斐燕,等. 纺织结构复合材料铺层顺序设计与力学性能分析[J].浙江理工大学学报,2013,30(01):27.
 SUN Jia ying,LI Yan qing,ZHANG Fei yan,et al. Study on Layer Sequence Design and Mechanical Propertiesof Textile Structure Composites[J].Journal of Zhejiang Sci-Tech University,2013,30(02):27.
[7]丁源维,王騊,姚菊明,等. 静电纺制备TiO2/PVA复合纳米纤维及其光催化性能研究[J].浙江理工大学学报,2013,30(01):31.
 DING Yuan wei,WANG Tao,YAO Ju ming,et al. Photocatalytic Performance Investigation of TiO2/PVANanofibers Prepared by Electrospinning[J].Journal of Zhejiang Sci-Tech University,2013,30(02):31.
[8]章梦洁,伍仲,方园. 涤棉混纺织物阻燃性能的实验分析[J].浙江理工大学学报,2013,30(01):36.
 ZHANG Meng jie,WU Zhong,FANG Yang. Experimental Study on the PolyesterCotton BlendedFabrics Flame Retardancy[J].Journal of Zhejiang Sci-Tech University,2013,30(02):36.
[9]胡觉亮a,孔云鹏b,韩曙光a,等. 基于随机需求的服装供应链回购契约研究[J].浙江理工大学学报,2013,30(01):40.
 HU Jue lianga,KONG Yun pengb,HAN Shu guanga,et al. Study on Repurchase Contract in a Fashion Chainwith the Stochastic Demand[J].Journal of Zhejiang Sci-Tech University,2013,30(02):40.
[10]毛雯,阎玉秀. 针织服装供应商评价指标体系构建与权重确定[J].浙江理工大学学报,2013,30(01):46.
 MAO Wen,YAN Yu xiu. Building Evaluation Index System for Knitting Clothing Suppliersand Determining the Weight[J].Journal of Zhejiang Sci-Tech University,2013,30(02):46.

备注/Memo

备注/Memo:
 收稿日期: 2010-01-17
基金项目: 国家自然科学基金项目(70871103,11001243)
作者简介: 许洲(1979-),男,浙江苍南人,硕士,讲师,主要从事风险理论、保险精算的研究。
更新日期/Last Update: