摘要
本文用期望效用模型,引入个人参与和政府介入原则,通过分析风险厌恶型保险公司的保费率厘定与个人购买保险之间,以及政府介入对投保人的投保行为影响,设计出了最优保险合同和保户的最优减损支付,尤其适用于巨额风险.
The author apples exception model as well as introduces individual's mitigations and government's intervention,analysis the relations between insurance pricing rate and individuals purchase insurance;insurance and reinsurance company,meanwhile author considers the impactions of government's intervention,which assumption that all of them are risk aversions, design the optimal insurance contracts and insurers' optimal mitigation costs.This model especially is suitable to high risks.
出处
《应用数学》
CSCD
北大核心
2006年第S1期229-232,共4页
Mathematica Applicata
关键词
合同设计
保险费率
自我保险
减损
再保险
Contract design
Insurance rate
Self-insurance
Mitigation
Reinsurance
