Yusong Cao
Abstract
With both the insurer's benefit and the reinsurer's benefit under consideration and on the assumption that investment fund follows lognormal distribution,the reinsurance pricing question affected by investment gains is discussed,and the pricing formula is established for proportion reinsurance and excess-of-loss reinsurance.
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With both the insurer's benefit and the reinsurer's benefit under consideration and on the assumption that investment fund follows lognormal distribution,the reinsurance pricing question affected by investment gains is discussed,and the pricing formula is established for proportion reinsurance and excess-of-loss reinsurance.
Key concepts: Reinsurance, Investment (military), Economics, Actuarial science, Distribution (mathematics), Financial economics, Econometrics, Mathematics