Reinsurance Arrangements Maximizing Insurer's Survival Probability
研究了如何购买再保险以最大化保险公司的生存概率，推导出最优合同形式为停止损失或截断停止损失，取决于初始盈余、再保险预算及双方定价规则。
Abstract The article concerns the problem of purchasing a reinsurance policy that maximizes the survival probability of the insurer. Explicit forms of the contracts optimal for the insurer are derived which are stop loss or truncated stop loss depending on the initial surplus, a quota to be spend on reinsurance and pricing rules of both the insurer and the reinsurer.