基于预期收益类型独立下的最优保险研究

Research on Optimal Insurance Based on Expected Income Type Independence

在保险业务中,投保人在投保时,由于信息不对称,被保险人的信息优势会引发道德风险,进而影响保险公司的预期收益,这一现象会使保险经营活动中的均衡偏离最优。试图设计出相应的保险组合使得保险公司的预期收益不再依赖于被保险人的类型(依据被保险人对自身所掌握的私人信息而分类)。通过模型构建和数值模拟发现保险公司通过设计保单组合可以规避由被保险人依靠其信息优势所带来的风险,从而使保单的价格真实反映出保险公司、被保险人的风险厌恶水平和风险水平。

In the insurance business,due to the presence of information asymmetry,when the policy-holder arrange insurance cover,the information advantage of the insured will create moral hazard,and then affect the expected income of the insurance company.And this phenomenon will make the balance in the insurance deviate from the optimal state.This paper attempts to design an insurance portfolio so that the expected income of the insurance company is no longer dependent on the types of insured which is classified according to the personal information of the insured.Through model construction and numerical simulation analysis,the results suggest that,using insurance portfolio,the insurance company can avoid risk brought by the insured dependent on their information advantage,and this can make the price of insurance application reflect the real risk aversion level of the insurance company and the insured as well as the real risk in it.