k级无赔款优待系统下保险双方的最优决策

Optimal Decisions for both the Insured and the Insurer in NCD System

非寿险被保险人若在投保期间连续若干年无索赔,保险公司在收取下一年保费时可以对其实行无赔款优待政策,这样既有利于鼓励被保险人提高防范风险意识,避免不必要的损失,又有利于保险公司尽可能地避免小额索赔而节省费用,提高保险收益。本文考察了一类"k级无赔款优待系统",提出了与实际情况更贴近的模型,并给出保险人和被保险人的最优决策。

In this paper we price a NCD system with different discount levels, in which the insured receives the discount levels when he/she has no claims for years. The NCD system can encourage the insured to keep cautions against risks, and give save a lot of small account claims expenses for the insurers. The paper gives the insured, whether to claim depends on whether the damage exceeds the threshold values, the offered contract, and the number of years without claims. In addition, the insurer should decide how to design discount levels when he considers the insured＇s reaction.