@Article{CMR-28-367,
author = {Xun , Li and Wang , Dehui},
title = {Risk Measure and Premium Distribution on Catastrophe Reinsurance},
journal = {Communications in Mathematical Research },
year = {2021},
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/},
url = {http://global-sci.org/intro/article_detail/cmr/19038.html}
}