As"insurance of insurance",reinsurance serves as an effective risk management strategy.In this paper,under the criterion of expected premium,the optimal strategies for quota share reinsurance,stop-loss reinsurance,and a combination of the two are investigated.By utilizing the martingale method,the upper bound of the finite-time ruin probability in the Compound-Poisson risk model is derived.Our findings indicate that in terms of minimizing the upper bound of the finite-time ruin probability,stop-loss reinsurance outperforms the combination of the two reinsurances.
reinsurancemartingaleCompound-Poisson risk modelruin probability
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