This thesis mainly studies the expected utility theory and the general principles of expectations of premium in case of optimal re-insurance.
本文主要研究了期望效用原理和一般期望保费原理情况下的最优再保险问题。
Then we have summarized the optimal reinsurance re-search achievements on the basis of the expected utility theory, and for further discussion.
简述了前人在期望效用理论下最优再保险方面的研究成果,并进一步进行讨论。
And the expected utility theory is based on a set of axioms that assure the existence and uniqueness (up to a positive affine transformation) of utility for all real probability.
而且期望效用理论基于一组公理,从而保证效用函数的存在性和正线性变换意义下的唯一性。
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