摘要
从回报函数角度分析环境责任保险的看跌期权性质,并总结其不同于看跌期权的特性,针对B-S模型假设与推导过程探究环境责任保险特殊性质对B-S模型使用的影响,验证B-S模型在环境责任保险定价中运用的合理性,并提出环境责任保险定价发展的合理化建议。
In this paper, similarities and differences of the environmental liability insurance and the put option are displayed based at the return function. Taking the assumptions and deductions of the B-S model into consideration, we explore the influence of the characteristics of the environmental liability insurance on the adaptation of the B-S model and check the rationality. Finally,we propose advice on the environmental liability insurance pricing rationalization.
出处
《环境保护与循环经济》
2013年第7期62-65,共4页
environmental protection and circular economy
基金
天津市教委人文社科重大项目"‘十二五’期间促进工业向绿色低碳和服务化转型升级的战略和对策研究"(2011ZD003)
关键词
B-S模型
期权定价
保险定价
环境责任保险
Black-Scholes Model（ B-S Model ）
option pricing
insurance pricing
environmental liability insurance
