中文摘要：

这份报纸由在一个将军下面最小化保险公司风险讨论最佳的再保险策略风险措施：失真风险措施。作者假设再保险奖赏被期望的值奖赏原则决定，保险公司的保留的损失是起始的损失的一个增加的函数。保险公司的一个明确的答案最佳的再保险问题被获得。为一些特殊失真风险措施的最佳的策略例如 value-at-risk (VaR ) 和尾巴 value-at-risk (TVaR ) ，也被调查。

英文摘要：

This paper discusses optimal reinsurance strategy by minimizing insurer＇s risk under one general risk measure： Distortion risk measure. The authors assume that the reinsurance premium is determined by the expected value premium principle and the retained loss of the insurer is an increasing function of the initial loss. An explicit solution of the insurer＇s optimal reinsurance problem is obtained. The optimal strategies for some special distortion risk measures, such as value-at-risk （VaR） and tail value-at-risk （TVaR） are also investigated.