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期权定价模型在财产保险方面的运用 被引量:1

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摘要 在各种保险的定价模型中,大部分模型是建立在大数定理之上,有着很强的相似性。通过对保险性质的探讨,找出了期权与保险的相似之处。根据简单的推导可以发现作为期权定价模型的Black-Scholes定价模型同样也可运用于保险的定价。
作者 黄昆 吕凡
出处 《科技信息》 2011年第25期I0005-I0006,共2页 Science & Technology Information
基金 贵州大学人文社科青年项目(项目编号200731) 贵州大学SRT项目资助
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