基于投保人风险偏好类型的保险契约设计

Insurance contract design based on the type of risk preference of the insured

将问卷调查方式等实证研究方法和构建模型结合起来,采用前景理论中的风险偏好参数来刻画投保人风险偏好特点,同时使用问卷调查的形式获得投保人的风险偏好参数范围,之后通过聚类分析将投保人按风险偏好特点聚为3类:损失风险中性类型、损失概率敏感类型和损失值敏感类型.基于统计数据分析得出的投保人的风险偏好特点,结合在商业中有着广泛应用的基于绩效保险契约,设计了出由基础保费和激励保费两部分组成的针对不同类型非理性风险偏好投保人的保险契约框架.对于损失概率敏感类型投保人来说,保费激励部分通过设置免赔额实现;而对于损失值敏感类型投保人而言,在保险契约中商定全保范围,当损失超出保险公司的全保范围,保险形式由全保变为投保人与保险公司共同承担.最终此类保险契约能够在一定程度上激发损失值敏感类型投保人的防灾努力,从而达到降低风险发生概率和减少损失的目的.

Empirical studies as questionnaire and models are combined.Risk preference parameters in prospect theory is used to describe the characteristics of the insured risk preference,insured are divided into three categories.In accordance with the characteristics of the insured risk preference by cluster analysis:loss risk rationality type,sensitive to loss probability type and sensitive to loss value type.Characteristics of the insured risk preference are analyzed based on statistical data analysis.Combined with performance-based insurance contracts,insurance contract framework consist of base premium and incentive premiums has been designed for different types of irrational risk preference insured.As for sensitive to loss probability type insured,they can get incentive premiums by setting deductibles.As for sensitive to loss value type insured,full insurance model change into co-insurance when loss beyond theagreed full insurance range.Finally,this type insurance contract can stimulate disaster prevention efforts from the insured,so as to achieve the objective of reducing the risk and reducing the probability of loss.