前景理论在保险学中的应用  

Application of Prospect Theory to Insurance

作　　者：刘玉杰[1] 张世英[1] 王振强[1] 

机构地区：[1]天津大学管理学院

出　　处：《西北农林科技大学学报（社会科学版）》2006年第2期9-12,34,共5页Journal of Northwest A&F University(Social Science Edition)

基　　金：国家自然科学基金项目(70471050)

摘　　要：期望值理论假定人们都是理性的,无法解释人们为何投保。期望效用理论认为当资产存在随机损失时,人们的效用值依赖于资产的绝对水平,一般人是风险厌恶的,从而选择投保。本文质疑了期望效用理论在保险学中的分析,并用前景理论来解释保险业务,提出购买保险产品者在面临收益时是风险偏好的,在面临损失时是风险规避的观点。Expectation value theory assumes everyone is rational, and this can＇t explain why insurance is purchased. Expect utility theory assumes typical people are risk averse when asset has stochastic losses, people＇s utility values rely on the absolute quantity of asset, and thus explains the occurrence of insurance. This paper oppugns the analysis of expect utility theory, uses prospect theory to interpret insurance, and points out that insurance buyer is risk seeking when facing gains and risk averse when facing lose.

关 键 词：前景理论 期望效用理论 风险态度 

分 类 号：F840[经济管理—保险]