商业银行贷款保险定价问题的新思路

A New Idea of the Loan Insurance Pricing of Commercial Banks

贷款保险对于社会经济发展有着重要意义,但如何定价一直是困扰贷款保险推行的核心问题。本文尝试把期权思想引入贷款保险定价,提出贷款保险期权定价模型,对该模型的设计原理、假设条件、基本公式与运算过程进行了研究,并在给出算例的基础上,归纳了该模型的决定因素、应用价值和比较优势,发现贷款保险期限应处于一个合理的区间之内,且为贷款保险的发展提出了相关政策建议。该模型的提出,拓展了贷款保险定价领域的研究思路。

Loan insurance is of great significance to the economic development.Yet the pricing of premium has been the core issue hindering the implementation of loan insurance.With the help of option theory,this paper comes up with option pricing model of loan insurance and conducts research on the model's design principle,assumptions,calculation formula and operational process.Based on the examples,this paper summarizes the model's determinants,application value,and comparative advantage and finds that the loan insurance period must be in a reasonable time range.In the meanwhile,relevant polices and suggestions have been raised in favor of the development of loan insurance.Therefore,the model broadens the research horizon in pricing loan insurance.