Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.
第二章讨论了均值方差原理下的再保险最优化模型及其适用条件,针对停止损失再保险,得出个体模型与集合模型下的最优结论。
Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stop loss reinsurance, it derives optimal conclusions of both individual model and collective model.
第二章讨论了均值方差原理下的再保险最优化模型及其适用条件,针对停止损失再保险,得出个体模型与集合模型下的最优结论。
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