Game Analysis of Optimal Proportional Reinsurance under Complete Information

被引：0
|
作者：
Jing Huanle [1 ]
Qi Yongjun [1 ]
机构：
[1] Three Gorges Univ, Sch Econ & Management, Yichang 443002, Peoples R China
来源：
PROCEEDINGS OF THE 5TH (2013) INTERNATIONAL CONFERENCE ON FINANCIAL RISK AND CORPORATE FINANCE MANAGEMENT, VOLS I AND II | 2013年
关键词：
optimal proportional reinsurance; reinsurance ratio; reinsurance commission; backward induction;
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
When a reinsurance policy is signed, there is a conflict of interest between the original insurer and re-insurer to deal with, which is expressed in the choice of a mutually acceptable price for the policy. We define a game between the original insurer and re-insurer by means of which insurer can make a justified choice of the rate of reinsurance and the re-insurer choose the premium of reinsurance. We analyze and solve the game to determine the optimal proportional reinsurance under complete information.
引用
收藏
页码：286 / 290
页数：5
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