一般偏好函数的研究及其在最优共保策略中的应用

Researches on common function of preference and its applications in optimal coinsurance

对期望效应与非期望效应的一般偏好函数进行了理论分析 ,从几何上通过Hirshleifer Yaari图和简单的代数分析导出了期望效应与非期望效应理论中随机优势 ,风险回避 ,相对风险回避等的几个基本结论 .建立了期望效应理论下的共保模型和非期望效应理论下的共保模型 ,并得出了期望效应下最优共保策略的一阶必要条件和非期望效应下最优共保策略的一阶必要条件 。

In this paper, we discussed the common preference function for the expected utility and non expected utility, and deduced some basic results, such as: randomizing supremacy, risk averse, relative risk averse, of expected utility and non expected utility from geometry by the graph of Hirshleifer Yaari, and set up the models for coinsurance with the theory of expected utility and non expected utility respectively, put forward the first order necessary conditions for the optimal decision for coinsurance with the theory of expected utility and non expected utility separately; finally, we analyzed the examples for optimal coinsurance by means of the concrete function of utility and the function of probability density.