具有赔付上限的保险合同模型分析  

Analysis of an Insurance Contract Model with an Upper Limit on Coverage

作　　者：向小刚[1] 李萍[1] 

机构地区：[1]华中科技大学数学系,湖北武汉430074

出　　处：《武汉理工大学学报（信息与管理工程版）》2006年第6期128-131,共4页Journal of Wuhan University of Technology：Information & Management Engineering

基　　金：国家自然科学基金资助项目(70071012)

摘　　要：以博弈论为工具,建立了一个具有赔付上限的保险合同模型,求出了模型的纳什均衡解,并在此基础上研究了风险厌恶程度,初始准备金和赔付上限对合同中的保险人行为的影响。得到了风险厌恶程度对保险人行为影响的充分条件;当保险人表现为常数绝对风险规避(CARA)时,初始准备金对保险人并无影响;而赔付上限的增加会导致保险人提高保费,并促使投保人选择较低的免赔额,从而购买更多的保险。An insurance contract model with an upper limit on coverage is built up. And according to the game theory, a Nash equilibrium solution is obtained. Based on that, influences of risk aversion, initial reserve and coverage limit on the insurer＇s behavior are examined. The result shows that risk aversion is a sufficient condition to the insurer＇s behavior. When the insurer is constant absolute risk aversion （CARA）, the initial reserve has no effect on insurer＇s behavior. While the increase in upper coverage limit will induce the insurer with CARA to increase premium, and make the insured reduce his deductible and purchase more insurance.

关 键 词：博弈论 风险厌恶 免赔额 

分 类 号：F224[经济管理—国民经济]