2006•Journal of Wuyi UniversityRequires access
A Study of Reinsurance Pricing Models Based on Investment
LI Xiu-hua
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Abstract
On the assumption that investment funds follow lognormal distribution,the reinsurance pricing question affected by investment gains is discussed from the reinsurers’ angle.Premium pricing models aimed to achieve or surpass a profit rate at a certain credibility level are obtained for reinsurance companies based on the analysis of proportion reinsurance and excess-of-loss reinsurance.The results are of important realistic significance to the steady operation of reinsurance companies.