西北师范大学学报（自然科学版）Issue(3)：9-13,5.
考虑保险责任调整的精算风险模型与优化分析
Actuarial risk models and optimization of considering insurance responsibilities readjustment
摘要
Abstract
For several common insurance responsibilities and corresponding risk models , this paper elaborates the relation with insurance responsibilities readjustment each other , as well as the influence to policy risk , and gives out and proves the calculation formulas of actuarial value and risk variance considering insurance responsibilities adjusted risk model by building and researching a special mixture distribution model . Further , the insurance retention and the optimization of reinsurance arrangements are discussed , and the optimal equilibrium point of claims of the original insurance and reinsurance companies is given .关键词
保险责任调整/风险模型/混合分布/精算值/风险方差Key words
insurance responsibilities readjustment/risk model/mixture distribution/actuarial value/risk variance分类
管理科学引用本文复制引用
陶菊春,高金玲,张婷婷..考虑保险责任调整的精算风险模型与优化分析[J].西北师范大学学报（自然科学版）,2014,(3):9-13,5.基金项目
国家自然科学基金资助项目（61062012）；甘肃省教育厅科学基金资助项目 （）
