Optimal Choice of Security Loading and The Parameters of Reinsurance Treaties for Maximizing the Technical Benefits of Insurance Company

被引：0

作者：

El Attar, Abderrahim ^{[1
]}

Elhachloufi, Mostafa ^{[2
]}

Guennoun, Zine El Abdine ^{[1
]}

机构：

[1] Mohamed V Univ, Dept Math, Fac Sci Rabat, Rabat, Morocco

[2] Hassan II Univ, Dept Stat & Math Appl Econ & Management, Fac Jurid Sci Econ & Social Ain Sebaa, Casablanca, Morocco

来源：

INTERNATIONAL JOURNAL OF APPLIED MATHEMATICS & STATISTICS | 2016年 / 55卷 / 02期

关键词：

Insurance; Reinsurance; Security loading; Technical benefit; Genetic algorithms; Principle Adjusted Risk;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper we present an approach to model and optimize the technical benefits of an insurance company. This approach consists of making the optimal choice of the couple of security loading parameters and those of reinsurance treaties based on adjusted risk principle defined from the probabilistic laws for optimizing the technical benefits by using genetic algorithms. This approach can be seen as a decision support tool for managers in the field of actuarial science.

引用

页码：80 / 93

页数：14