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Extreme flood has resulted in huge losses to human beings.Extreme flood insurance is an effective way in sharing extreme flood risks.The management mode of the extreme flood insurance based on the cooperation among the government,the market and the public is suitable for Chinese situation.The stochastic optimal model of risk portfolio in which the government effectively takes part among the insurance companies and the insured districts based on this management mode is established in order to not only ensure effective supply and demand of extreme flood insurance but also put forward a theory to reasonably determine premium rate.In this model,both ruin probability and stability of insurance companies and the recovery capability of the insured districts are considered sufficiently.Finally the related conclusion is drawn according to the model.