| 不确定环境下风险变量的止损序比较 |
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| 引用本文： | 余清,彭锦. 不确定环境下风险变量的止损序比较[J]. 黄冈师范学院学报, 2010, 30(6): 6-10,16 |
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| 作者姓名： | 余清 彭锦 |
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| 作者单位： | 上海师范大学数理学院,上海200234 |
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| 基金项目： | 国家自然科学基金,湖北省教育厅重大科研项目 |
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| 摘 要： | 风险变量有多种比较方法,本文引入停止损失序这样一种新的比较方法.本文首先给出了不确定风险变量停止损失序的概念并研究了相关性质,其次引出了停止损失距离的定义,最后研究了停止损失序的判别并将其应用于最优再保险中.
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| 关 键 词： | 不确定变量 风险变量 停止损失序 停止损失距离 最优再保险 |
Comparison of stop-loss order of risk variable in uncertain environment |
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| YU Qing,PENG Jin. Comparison of stop-loss order of risk variable in uncertain environment[J]. Journal of Huanggang Normal University, 2010, 30(6): 6-10,16 |
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| Authors: | YU Qing PENG Jin |
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| Affiliation: | (College of Mathematics and Sciences,Shanghai Normal University,Shanghai 200234,China) |
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| Abstract: | There are many methods of comparing risk variable.This paper introduces a new method of stoploss order.Firstly,the stop-loss order＇s concept and its corresponding properties are studied.Secondly,the definition of stop-loss order is introduced.Finally,the distinguish of stop-loss order is investigated and applied in stop-loss reinsurance. |
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| Keywords: | uncertain variable risk variable stop-loss order stop-loss distance optimal reinsurance |
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