事前非对称信息条件下带免赔期的保险契约模型设计

Model design for the insurance contract with a deductible time to re-ante asymmetric information

为了改善信息不对称对保险市场交易效率的影响,分投保人为两种和两种以上风险类型建立了带免赔期的保险契约模型.指出可以用免赔期甄别投保人的风险类型.带免赔期的保险合同是指投保人在签约初的一定时长内,如果投保人发生风险.则保险公司不予以赔偿;如果顺利渡过该时长,则一直到保险期末,保险公司通过给付事后补偿金的方式提供一个较高效用的保险合同.投保人的风险越高越害怕免赔期,因此所建模型满足斯彭斯-莫里斯分离条件.证明指出最优时带免赔期的保险契约不比传统部分保险契约差,并给出了前者是后者严格帕累托改进的充分条件.以一个算例说明存在最优时带免赔期的保险契约是传统部分保险契约和带低赔期保险契约严格帕累托改进情形.

In order to improve the influence of information asymmetric on trading efficiency in the insurance market, an insurance contract model with a deductible period was established according to two or more risk types of applicants, which shows that deductible time can be used to distinguish the risk types of policyholders. The insurance contract with a deductible period means that if policyholders can spend the time of this period smoothly, a higher insurance contract with paid ex post subsidies will be offered to them after that. Otherwise, if something happens for policyholders during this period, the insurance company will not compensate for the risk of policyholders. Higher risk policyholder tend to be more difficult to accept the insurance contract with a deductible period and thus the model meets Spence- Morris separation condition. The demonstration of the model indicates that the insurance contract with a deductible period is better than some of the traditional one and the former is the sufficient condition for strict Pareto improvement of the latter. And then a case was shown to explain the situation of such kind of strict Pareto improvement.