| 巨灾再保险分析 |
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| 引用本文： | 吴秀君,文琴,何晓定.巨灾再保险分析[J].荆门职业技术学院学报,2010,25(9):52-54. |
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| 作者姓名： | 吴秀君 文琴 何晓定 |
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| 作者单位： | 江汉大学,数学与计算机科学学院,湖北,武汉,430056 |
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| 基金项目： | 武汉市科技攻关计划项目 |
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| 摘 要： | 文章将契约设计方—再保险人视为委托人,将投保人—再保险人视为代理人,将用委托-代理理论来分析巨灾再保险关系,建立了巨灾再保险问题的数学模型。
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| 关 键 词： | 建模 巨灾风险 再保险 委托—代理 |
Modeling the Problem of Reinsurance on Catastrophe Risk |
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| WU Xiu-jun,WEN Qin,HE Xiao-ding.Modeling the Problem of Reinsurance on Catastrophe Risk[J].Journal of Jingmen Vocational Technical College,2010,25(9):52-54. |
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| Authors: | WU Xiu-jun WEN Qin HE Xiao-ding |
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| Institution: | (School of Mathematics ＆ Computer Science,Jianghan University,Wuhan,Hubei,430056,China) |
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| Abstract: | The authors regard the contract designer— reinsurer as a principal and the policy holder as an agent.The relations of reinsurance on catastrophe risk was analyzed and modeled by principal-agent theory in this paper. |
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| Keywords: | modeling catastrophe risk reinsurance principal-agent |
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