风险变动对个人保险需求的影响——基于期望效用与均值—均方差的分析

Analysis for Individual Insurance Demand Consequence of Change in Risk——Based on Expected-utility and Mean-Standard Deviation Approach

风险是保险需求存在的前提,风险的变动会引起保险需求的变动。在期望效用(EU)框架下,根据不确定性的一些研究结论推知,风险增加将引起保险需求增加;在均值—均方差方法下,Battermann等人推导了风险增加、风险厌恶弹性和保险需求三者之间的关系,Thomas Eichner和Andreas Wagener证明,在风险分布之间具有线性关系的条件下,Battermann等人的结论在EU方法中也成立。笔者证明,只要随机变量的分布具有二阶占优,则该方法可以完全替代EU方法,从而Battermann等人的结论可以推广到分布族不同的风险决策中。

Risk is necessary condition for insurance demand, which change with risk alters. Risk increments could lead to insurance increasing derived some uncertainty study under expected -utility （EU） models; Harald L Battermann＇s have an relationship among risk increase, elasticity of risk aversion and insurance demand under mean - standard deviation approach, Thomas Eichner and Andreas Wagener have the proof of Battermann＇s result as risk distribution is linear under the EU preference. We demonstrate that - analysis is a perfect substitute for the EU only if second - degree stochastic dominance exists of random variables , so Battermann＇s could expand to different distributed families under decision problem.