风险概念分析

Analysis of concept of risk

分析了风险的概念 ,介绍了不确定性经济学、保险和金融三个领域中与风险有关的概念 (效用函数 ,风险厌恶 ,保险 ,金融风险 )和各自关心的主要问题 (如风险的衡量 ,保费的确定 ,资产价格波动 ) ,以及一些重要结论 (Pratt定理等 ) .

In this paper, the concept of risk is analyzed. Some concepts which related to risk such as utility function, risk aversion, insurance, and financial risk in economics with uncertainty, insurance are introduced. The key problems like risk measure, insurance premium, risk model and the volatility of assets, and some important conclusions including Pratt theorem, Rothchild & Stiglitz theorem, Arrow & Lind theorem in the above three fields are also reviewed.