Reinsurance Discussion Of The Optimization Problem

Along with society's development and the people quality of life's enhancement,insurance play a more and more important role in people's daily life. While,in order to share the risk,insurer often takes a part of his own income to carry out insurance once more,which leads to the appearance of reinsuance.The reinsurance is more and more common in the insurance business. This article mainly discusses how the reinsurance affects the ruin probability under the classicalrisk model that is perturbed by diffusion.The article is divided into two parts:The first part mainly carries on the consideration to the insurer,which has introduced a new expression of the surplus processIt has discussed how two different kinds of reinsurance (the proportional reinsuranceand the excess-loss reinsurance)affects the insurer's adjustment coefficient.In this part,the author has proved the Lundberg inequality under the new modelA series of and adjustment equations have been given as follows. The adjustment equation of the proportional reinsurance under the uniform distributionThe adjustment equation of the excess-loss reinsurance under the uniform distributionThe adjustment equation of the proportional reinsurance under the index distribution The adjustment equation of the excess-loss reinsurance under the index distributionThe second part promotes the question to the multiple reinsurance chains.In this part,the author has proved the Lundberg inequalityand given the the convolution formula of the direct insurerthe the convolution formula of each reinsurerthe adjustment equation of the direct insurerand the adjustment equation of each reinsurer...