دانلود مقاله ISI انگلیسی شماره 143829
ترجمه فارسی عنوان مقاله

بیمه درمانی بیمه گذار به عنوان یک استراتژی بازنشستگی بهینه با محدودیت های بالا و پایین حق بیمه تحت اقدامات ریسک اعوجاج

عنوان انگلیسی
Reinsurer’s optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures
کد مقاله سال انتشار تعداد صفحات مقاله انگلیسی
143829 2017 19 صفحه PDF
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Journal of Computational and Applied Mathematics, Volume 315, 1 May 2017, Pages 142-160

ترجمه کلمات کلیدی
بیمه پس انداز بهینه اندازه گیری ریسک اعوجاج،
کلمات کلیدی انگلیسی
Optimal reinsurance; Distortion risk measure;
پیش نمایش مقاله
پیش نمایش مقاله  بیمه درمانی بیمه گذار به عنوان یک استراتژی بازنشستگی بهینه با محدودیت های بالا و پایین حق بیمه تحت اقدامات ریسک اعوجاج

چکیده انگلیسی

Motivated by Cui et al. (2013) and Zheng and Cui (2014), we study in this paper the optimal (from the reinsurer’s point of view) reinsurance problem where the risk is measured by distortion risk measures, the premiums are calculated under the distortion premium principle, and both the upper and lower premium constraints are involved. Our objective is to seek for the optimal reinsurance strategy which minimizes the reinsurer’s risk measure of its total loss. Suppose an reinsurer is exposed to the risk f(X) that is transferred from an insurer, who faces a total loss X and decides to buy from our reinsurer the reinsurance contract. The reinsurance contract specifies that the reinsurer covers f(X) and the insurer covers X−f(X). In addition, the insurer is obligated to compensate our reinsurer for undertaking the risk by paying the reinsurance premium under the distortion premium principle. We present a direct method for discussing the optimization problem. Based on our method, the optimal (or, suboptimal) reinsurance strategy is sought out.