Deng Zhi
Abstract
Based the assumption that investment fund follows lognormal distribution, the paper gives optimal propor tional reinsurance and excess of loss reinsurance for the quity linked insurance products of single premium and level premium. The results have a directly helpful role for insurers to design the reinsurance.
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Based the assumption that investment fund follows lognormal distribution, the paper gives optimal propor tional reinsurance and excess of loss reinsurance for the quity linked insurance products of single premium and level premium. The results have a directly helpful role for insurers to design the reinsurance.
Key concepts: Reinsurance, Actuarial science, Equity (law), Business, Investment (military), Financial economics, Economics, Politics