The paper studied the current underwriting results of property insurers,and analyzed the causes for extensive underwriting losses.
近年来,我国产险市场保持快速增长,但自2006年起承保效益连续出现大面积亏损,严重影响产险公司偿付能力。
In addition,the effect of underwriting return and underwriting risk on the optimal strategy and the efficient frontier are discussed.
应用最优控制原理求解模型得到了最优投资策略以及有效边界的解析形式,并讨论了承保收益和承保风险对投资策略与有效边界的影响。
