效用理论下的零效用保费浅析

本文分析的是期望效用理论和等级依赖效用理论下的零效用保费。文章从简述期望效用理论出发 ,从效用原理角度阐述了保险定价的基本原则 ,以及零效用下保费的计算 。

The paper is devoted to the zero utility premium under the classical expected utility theory and the rank-dependent expected uˉtility theory.The theoretical background is presented and the principle of insurance price is discussed.At last,we described the characterization of zero utility premium under the rank-dependent expected utility theory.