Aiming at stoplossreinsurance, this paper derives optimal pricing model of reinsurance on the basis of total claim amount using mean-variance premium principle and utility theory.
Chapter 2 discusses reinsurance optimization model under mean-variance principle. Aiming at change stoplossreinsurance, it derives optimal conclusions of both individual model and collective model.
In the forth chapter we stated the comparison of stop-lossreinsurance premium about dependent risks. We mainly discussed the premium comparison of stop-lossreinsurance in the individual risk models.