[1] |
Shuan Wang , Jan Dhaene . Comonotonicity Correlation Order and PremiumPrinciples [J] . Insurance : Mathematics and Economics ,1998 ,(22) :235- 242 .
|
[2] |
Kaas R Van Hessctager O. Ordering ClaimSize Distributions and Mixed Position Probabilities[J] .Insurance : Mathematics & Economics,1995 ,(17) :193-201 .
|
[3] |
Muller A. Ordering of Risks , A Comparison Study Via Stop-loss Transform[J] . Insurance : Mathematics &Economics ,1996 , (17) :215- 222 .
|
[4] |
David C M Dickson . Relative Reinsurance Retention Levels [J] .ASTIN, 1997 ,27(2) :207- 227 .
|
[5] |
Depret O. Gerber H. On Convex Principles of PremiumCalculation[J] . Insurance : Mathematics & Economics ,1985 ,(4) :179-189 .
|
[6] |
Hojgaard B, Taksar M. Optimal Proportional Reinsurance Policies for Diffusion Models [J] . Scandinavian Actuarial Journal , 1997a ,(2) :166-180 .
|
[7] |
Hurliman W. On Fair PremiumPrinciples and Pareto-optimal Riskneutral Portfolio Valuation [J] . Transaction ICA Business , 1995 ,(1) : 189- 208 .
|
[8] |
Hurliman W. A Note on Experiencing Rating , Rei nsurance and PremiumPrinciples[J] . Insurance : Mathematics & Economics ,1994 ,(14) :197-204 .
|
[9] |
Wang S , Panjer H H. Further Results on the Stability of Recursive Formulas [J] . Transaction ICA Business , 1998 ,(2) : 325- 338 .
|
[10] |
Rene Schnieper . Portfolio Opti mization[J] . ASTIN, 2000 ,30(1) :195-248 .
|
[11] |
Ana J Mata .Pricing Excess of Loss Eeinsurance with Reinstatements[J] . ASTIN, 2000 ,30(2) :349-368 .
|
[12] |
Shaun Wang . On Two-sided Compound Binomial Cistributions[J] .Insurance : Mathematics and Economics ,1995 ,(17) :35- 41 .
|
[13] |
Maria de Lourdes , Centeno . Excess of Loss Reinsurance and the Probability of Ruin in Finite Horizon , Insurance : Mathematics &Economics ,1997 ,27(1) :59- 70 .
|
[14] |
汉斯·U·盖伯. 数学风险引论[M] . 成世学, 严颖译. 北京: 世界图书出版社,1997 .5 .
|
[15] |
Lina Xu , Dennis L Sricher , Kenneth O kortanek . Bounds for Stoploss Premium under Restrictions on I- divergence [J] . Insurance :Mathematics & Economics ,1998 ,23(2) :119-139 . [16 ] Jun Cai , Jose Garrido . Two-sided Bounds for Ruin Probability When the Adjustment Coefficient Does Not Exist [J] . Scandinavia Actuarial Journal , 1999 ,(1) :80-92 .
|
[17] |
Kremer E. A General Bound for the Net premiumof the Largest Claims Reinsurers[J] . ASTIN,1988B,(18) :69-78 .
|
[18] |
Kremer E. Rating of Largest Clai ms and ECOMOR Reinsurance Treaties for Large Protfolioes[J] . ASTIN,1982 ,(13) :47- 56 .
|
[19] |
Kremer E. An Ssymptotic Formulas for the Net Premi umof Some Reinsurance treaties [J] . Scandinavia Actuarial Journal , 1984 ,(13) :11- 22 .
|
[20] |
Kremer E. An Ssymptotic Formulas for the Net Premi umof Some Reinsurance treaties
|