摘要
研究了保险的最优免赔额问题,给出了最终财富效用的期望效用和最优免赔额.证明了若某人有递减的风险厌恶函数,则最优免赔额随着他的财富增加而增大的命题.
The problem of optimal franchise in insurance is studied,and the expected utility from terminal wealth and optimal franchise is given.It has also been proved that if somebody has the decreasing progressively risk aversion function,then optimal franchise will grow with his wealth increases,which has the important meaning regarding the analysis of rational insurance purchase behavior.
出处
《西安文理学院学报（自然科学版）》
2009年第3期21-22,共2页
Journal of Xi’an University(Natural Science Edition)
关键词
最优免赔额
期望效用
风险厌恶函数
optimal franchise
expected utility
risk aversion function
