边际赔偿函数和违约的风险下的最优再保险.pdfVIP

Statistics and Application 统计学与应用, 2017, 6(2), 146-155 Published Online June 2017 in Hans. /journal/sa /10.12677/sa.2017.62017 The Optimal Reinsurance under the Marginal Indemnification Function and the Default Risk * # Junhong Du , Lijun Wu College of Mathematics and System Sciences, Xinjiang University, Urumqi Xinjiang th th th Received: May 18 , 2017; accepted: Jun. 15 , 2017; published: Jun. 19 , 2017 Abstract In this paper, we