在离散时间框架下时间t从0开始总时间T=4步长为1theta_t为风险负载因子gamma为风险厌恶系数alpha_t为索赔金额的均值beta_t^2为索赔金额的方差已知再保险策略q_t=fracleft1+theta_tright alpha_tgamma beta_t^2 prod_i=t+1^T-1 r_igamma=02theta_t=001alpha_t未知beta_t^2=004r_t=

alpha = linspace(0, 10, 1000); beta_sq = 0.04; gamma = 0.2; theta = 0.01; r = 1.0012; T = 4;

q = (1 + theta) * alpha ./ (gamma * beta_sq * prod(r:(T-1))); plot(alpha, q); xlabel('\alpha_t'); ylabel('q_t'); title('Reinsurance Strategy');