期望效用理论与保险

Expected Utility Theory and Insurance

研究了期望效用准则与保险的关系,从数学上证明了保险业的存在性,探讨了零效用保费原理及投保策略,在特定条件下,论证了足额投保是否是最优策略,若采用纯保费原则,限额损失保险是最优选择.

This paper discusses the relationship between the expected utility guidelines and insurance,proves the existence of the insurance industry by mathematics,and studies zero-utility principle and insure strategy.Under given conditions,it demonstrates whether full insurance is optimal strategy or not.The limit of loss insurance is the best choice under the pure premium principle.