@Article{CMR-28-4,
author = {Xun, Li and Wang, Dehui},
title = {Risk Measure and Premium Distribution on Catastrophe Reinsurance},
journal = {Communications in Mathematical Research },
year = {2012},
volume = {28},
number = {4},
pages = {367--375},
abstract = {<p style="text-align: justify;">In this paper, we propose a new risk measure which is based on the Orlicz premium principle to characterize catastrophe risk premium. The intention is to
develop a formulation strategy for Catastrophe Fund. The logarithm equivalent form
of reinsurance premium is regarded as the retention of reinsurer, and the differential
earnings between the reinsurance premium and the reinsurer&#39;s retention is accumulated as a part of Catastrophe Fund. We demonstrate that the aforementioned risk
measure has some good properties, which are further confirmed by numerical simulations in R environment.</p>},
issn = {2707-8523},
doi = {https://doi.org/2012-CMR-19038},
url = {https://global-sci.com/article/81847/risk-measure-and-premium-distribution-on-catastrophe-reinsurance}
}