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Risk measure and premium distribution on catastrophe reinsurance
  • 期刊名称：Communications in Mathematical Research
  • 时间：0
  • 页码：367-375
  • 分类：O184[理学—数学;理学—基础数学] F842.3[经济管理—保险]
  • 作者机构：[1]Institute of Mathematics, Jilin University, Changchun, 130012, [2]Basic Science School, Changchun University of Technology, Changchun, 130012
  • 相关基金：The NSF （10971081, 11001105, 11071126, 10926156, 11071269, J0730101） of China, Spe- cialized Research Fund （20070183023） for the Doctoral Program of Higher Education, Program （NCET-08-237） for New Century Excellent Talents in University, Scientific Research Fund （200810024, 200903278） of Jilin University, and 985 project of Jilin University.
  • 相关项目：相依误差下时间序列模型的统计推断
作者： Li Xun|Dehui Wang|
关键词： 保险公司, 风险溢价, 保费, 度量和, 分配, 风险度量, 等价形式, 数值模拟, catastrophe reinsurance, catastrophe fund, Orlicz premium principle, Haezendonck-Goovaerts risk measure, stochastic ordering
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