在分析保险累积损失和有效投资的基础上 ,利用倒向随机微分微分方程 ,建立了以投资收益相支持的保险价格调整模型 ,并对两种常见类型的保险进行了保险价格调整分析 .对保险人通过投资改变其保险市场竞争地位有积极的作用 .最后 ,用释例进行了说明 .

In this paper, by analyzing insurance aggregate claims and effective investment, backward stochastic differential equation is used to establish insurance price adjustment models that are affected by investment. In addition,insurance price adjustment formulas for several general insurance types are also presented. The research has positive role for insurers to improve their status with investment in insurance market. Finally a practical example is given to illustrate the applications of the results.