基于效用函数对保险产品定价的一般分析

Genenral Analysis for the Pricing of Insurance Products Based on Utility Function

目前,我国大多学者在运用效用函数确定保险费率时,都以投保人全额投保和保险人全额赔付为前提推出保险费率的定价区间。然而,由于各投保人风险态度迥异,不一定总对保险标的全额投保。基于保险定价对保险公司理论研究和实务操作的现实意义,本文首次放松上述假设条件,按照比例投保和比例赔付的方式,通过改进以往投保双方的风险溢价模型,求出保险契约成立的费率区间,并阐述保险费率背后的数理经济学原理。

Nowadays, all articles which apply the utility theory to determine the premium rates give priority to the fully insured and full payment in order to get the price range of premium rate. However, the insured won’t always need the full insurance coverage since their risk attitude is vastly different. Based on the theoretical and practical significance which the insurance pricing theory has on analysis of insurance companies, this article for the first time loosens the above assumptions. By improving the insured and the insurer’s risk premium model in the way of proportion insured and proportion supplement, the rate range of the conclusion of the contract can be obtained, and the mathematical principles of economics of premium rates can be illustrated.