关于最大化调节系数问题的一个注记A Note on the Problem of Maximizing the Adjustment Coefficient
陈密;
摘要(Abstract):
在指数保费原理下考虑最大化调节系数和最优再保险问题,给出最大化调节系数问题的解所满足的一个等价条件,并由此得到该最优问题的解的显式表达式.
关键词(KeyWords): 指数保费原理;再保险;调节系数;最优解
基金项目(Foundation): 国家自然科学基金资助项目(11426063);; 福建省教育厅资助项目(JA14077)
作者(Authors): 陈密;
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