基于经验估费的二阶段最优保险契约模型  

Optimal Two-Period Model of Insurance Contract Under Experience Rating

作　　者：朱少杰[1] 张庆洪[1] 

机构地区：[1]同济大学经济与管理学院

出　　处：《同济大学学报（自然科学版）》2007年第10期1435-1439,共5页Journal of Tongji University:Natural Science

摘　　要：经验估费是保险人通过调整保费来修匀保单组合的风险异质性的精算技术.由于缺少对投保人和保险人的价值判断的考虑,容易诱发投保人的"奖金饥渴症"等副作用.由保费和赔付构成的保险契约,抽象了投保人和保险人的博弈关系,反映了二者的行为偏好.为此,提出以契约调整为核心的经验估费系统,依托委托-代理理论,针对有无道德风险的情况构建分析模型,对照分析最优保险契约的性质.Experience rating is an actuarial technology adopted by the insurers to adjust premiums with the purpose to smooth the risk heterogeneity in policy portfolio. But a lack of considerations on the value judgments of the insured and the insurer may cause such side effects as the bonus hunger of the insured. The insurance contract comprising the premium and the indemnity depicts the game relationship between the insured and the insurer, which reflects the behavior preferences of the two parties. For this reason, the paper puts forward an experience rating system featuring contract-adjusting. Based on principal-agent theory, the situations with and without moral hazard, are studied before establishing insurance contract models under experience rating correspondingly and comparing the properties embodied in the optimal insurance contracts.

关 键 词：经验估费 保险契约 道德风险 

分 类 号：F840[经济管理—保险]