Using the thoery of the utility function, this paper discusses the giving of insurance contract and the calculating of premium and gives certain optimal reinsurance.

• 摘要保险决策中的基本问题之一是确定保单、计算保费。用效用理论确定保单、计算保费，比以往传统的方法更加精确、可靠。再保险在我国刚刚起步，用效用理论可以确定一种最优再保。