Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4632674 | Applied Mathematics and Computation | 2010 | 5 Pages |
Abstract
On the assumption that investment fund follows the logarithm-normal distribution, the paper derives the forms of proportional and excess-of-loss reinsurance contracts which make the convex combination of the insurer's rate of return v1 and the reinsurer's rate of return v2 exceeds R at the probability of f. In the whole paper, the premium takes the expectation principle.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Cao Yusong, Xu Jin,