摘要
回顾国外保险定价的发展概况,介绍两种重要的金融定价模型资本资产定价模型和期权定价模型及其在保险定价中的应用,并就我国保险业借鉴国外保险定价先进的思想、方法和技术,发展和完善我国保险定价工作提出建议。
In this article we review the development of insurance pricing in the western countries.Two kinds of important valuation models CAPM and OPM,and their applications to insurance pricing are introduced.The suggestions of drawing on advanced experiences,methodology and technology of insurance pricing in the western countries,developing and perfecting insurance pricing in our country are proposed.
出处
《运筹与管理》
CSCD
2003年第2期77-82,共6页
Operations Research and Management Science
基金
国家自然科学基金委员会和加拿大CCUIPP联合资助基金项目(70142014)
上海市教委人文社会科学研究基金项目(2002-2003年度)
