基于序期望效用的洪水保险需求研究

Flood insurance demand based on rank-dependent expected utility theory

在序期望效用决策框架下对洪水保险的投保行为进行建模,通过假设洪水保险的投保人的风险偏好是一阶风险厌恶的,得出和期望效用决策理论下不一致的结果,分析了序期望效用下的免赔额数学模型的经济学意义,并得出结论:免赔额的设置与保费附加费系数的高低将对洪水保险的有效需求造成影响。

The purchasing behaviors of flood insurance were mathematically modeled and analyzed based on the rank-dependent expected utility theory.In the model,the risk preference of the insured was supposed to be the first-order risk averseness.The yielded results did not agree with those by the expected utility theory.The economical significance of the deductibility under the rank-dependent expected utility theory was analyzed.A conclusion is drawn that the setting of the deductibility and the magnitude of the additive insurance rate have great effect on the practical demand of flood insurance.