Game Analysis of Optimal Proportional Reinsurance under Complete Information

摘要：

　　When a reinsurance policy is signed,there is a conflict of interest between the original insurer and re-insurer to deal with,which is expressed in the choice of a mutually acceptable price for the policy.We define a game between the original insurer and re-insurer by means of which insurer can make a justified choice of the rate of reinsurance and the re-insurer choose the premium of reinsurance.We analyze and solve the game to determine the optimal proportional reinsurance under complete information.

关键词： optimal proportional reinsurance reinsurance ratio reinsurance commission backward induction

作者: JING Huanle QI Yongjun

作者单位: School of Economics and Management,Three Gorges University,Yichang,China,443002

会议类型: 国际会议

会议名称: the 5th (2013)International Conference on Financial Risk and Corporate Finance Management(第五届(2013)金融风险与公司金融国际研讨会)

会议地点: 大连

会议语种:英文

页码: 286-290

在线出版日期: 2013-06-29（万方平台首次上网日期，不代表论文的发表时间）