| 多重超额损失再保险的破产问题 |
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| 引用本文： | 张英瑞,张翠.多重超额损失再保险的破产问题[J].洛阳师范学院学报,2008,27(2):32-34. |
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| 作者姓名： | 张英瑞 张翠 |
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| 作者单位： | 洛阳师范学院数学科学学院,河南洛阳,471022 |
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| 摘 要： | 本文研究了多重超额损失再保险合同的破产概率。当索赔额服从指数分布时,分别对原保险公司、第一层和第二层再保险公司得到了Cramer-Lundberg风险模型破产概率的精确表达式,并且可以推广至多层分保情形。还证明了最后一层保险公司与免赔额无关。
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| 关 键 词： | 再保险 破产概率 免赔额。 |
The Problem of Bankrupcy Probability of Having Multi-Excess-of-Loss Reinsurance Contract |
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| ZHANG Ying-rui,ZHANG Cui.The Problem of Bankrupcy Probability of Having Multi-Excess-of-Loss Reinsurance Contract[J].Journal of Luoyang Teachers College,2008,27(2):32-34. |
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| Authors: | ZHANG Ying-rui ZHANG Cui |
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| Institution: | (College of Mathematicas Science, Luoyang Normal University, Luoyang 471022, China) |
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| Abstract: | The problem of having multi-excess-of-loss reinsurance contract is studied in this paper.When claim size submit to exponential distribution,distinguishing to the original insurance company,for the first and second reinsurance company all the accurate expression of ruin probability are got,and it can also be extended to protect the situation till multi-tier reinsurance.The bankrupcy probability of the last layer reinsurance company has nothing to do with deductible is proved. |
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| Keywords: | reinsurance bankrupcy probability deductible |
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