1) stop-loss premium
停止损失保费
1.
The upper and lower bounds of S~((m)) in the sense of convex order were investigated,and the distribution function and stop-loss premium of the upper and lower bounds of S~((3)) were derived;meanwhile,the upper bounds for stochastic Annuities in the sense of convex order were obtained and the expectation of present value funct.
讨论了S~((m))在凸序意义下的上下界,得到了S~((3))上下界的分布函数和停止损失保费;给出了随机年金在凸序意义下的上界,并得到了随机利率下离散随机年金现值的期望。
2.
Besides, in terms of the aggregate difference of stop-loss premiums between two risks, the precision of such approximation is quantitatively characterized.
特别地,借助风险间停止损失保费的总差异给出了这一近似的精度。
2) stop-loss reinsurance
停止-损失再保险
3) stop-loss reinsurance
停止损失再保险
1.
The stop-loss reinsurance as one way of reinsurance can make insurers obtain the highest expected effectiveness but the lowest risk variance.
停止损失再保险作为一种再保险方式,在具有相同保费的前提下,能使保险人的期望效用最大,并能使其自留风险方差最小。
4) stop loss insurance
停止损失保险
5) Stop loss reinsurance
停止损失再保险
1.
Aiming at stop loss reinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
针对停止损失再保险 (stoplossreinsurance) ,分别运用均值—方差 (mean -variance)保费定价原理及效用理论 (utilitytheory) ,在再保险人总索赔额的基础之上推导出最优再保险 (optimalreinsurance)的保费定价模型。
6) stop-loss
停止损失
1.
Aiming at the risk value of normal distribution and the formula of stop-loss premiums,analytical expressions for risk value and stop-loss premiums of sums of independent random variables are given.
针对正态分布的风险值及停止损失保费问题,并给出了一般情形下封闭式集合风险模型的风险值及停止损失保费的计算方法。
补充资料:停止损失委托
停止损失委托 Stop-Loss Order
定义:
又称停止委托(stop order),在金融投资市场中,为减少可能损失或保护其未实现利益,看涨时以比目前市场较高的价格买进,或看跌时以比目前市场较低的价格卖出的委托,以期损失达到最小或保护其利益。