洛阳师范学院学报
洛暘師範學院學報
락양사범학원학보
Journal of Luoyang Teachers College
2008年
2期
32~34
,共null页
再保险 破产概率 免赔额
再保險 破產概率 免賠額
재보험 파산개솔 면배액
reinsurance; bankrupcy probability; deductible
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。
本文研究瞭多重超額損失再保險閤同的破產概率。噹索賠額服從指數分佈時，分彆對原保險公司、第一層和第二層再保險公司得到瞭Cramer—Lundberg風險模型破產概率的精確錶達式，併且可以推廣至多層分保情形。還證明瞭最後一層保險公司與免賠額無關。
본문연구료다중초액손실재보험합동적파산개솔。당색배액복종지수분포시，분별대원보험공사、제일층화제이층재보험공사득도료Cramer—Lundberg풍험모형파산개솔적정학표체식，병차가이추엄지다층분보정형。환증명료최후일층보험공사여면배액무관。
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.
