  We investigate the role of reinsurance in maximizing the wealth of an
insurance company. We use Liu's uncertainty theory (B. Liu, 2007) for the
problem modeling and follow-up computations. The uncertainty measure of ruin
for the insurance company is considered as the optimization criterion. Since
calculating the ruin index is very difficult, we introduce a simple
computational method to identify the uncertain measure of ruin for an insurance
company. Finally, a generalized model is presented, granting the model be more
practical.
