| 带干扰的相依双险种最优再保险 |
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| 引用本文：蒋兰青，施齐焉.带干扰的相依双险种最优再保险[J].经济数学,2011,(4):15-19 |
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| 中文摘要:研究一类带干扰的理赔相依的双险种风险模型，其中两险种分别采取成数再保险和超额损失再保险．在期望保费计算原理下，利用调节系数最大化得到成数再保险及超额损失再保险的最优自留水平． |
| 中文关键词:相依风险 Lundberg不等式 成数再保险 超额损失再保险 干扰 |
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| The Optimal Reinsurance of Double Insurance Risk Model with Interference and Dependence |
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| Abstract:This paper considered a double-insurance risk model with interference and dependence,where one claim is quota-share reinsurance and the other is excess of loss reinsurance. Under the expected value premium principles, the optimal retention levels for the quota-share reinsurance and excess of loss reinsurance were obtained by maximizing adjustment coefficient. |
| keywords:dependent risks Lundberg’s inequality quota-share reinsurance excess of loss reinsurance interference |
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