财产保险定价的新思维—期权定价  

作　　者：李苏娟[1] 李伟华[1] 

机构地区：[1]南开大学经济学院,天津300457

出　　处：《保险职业学院学报》2010年第4期30-34,共5页Journal of Insurance Professional College

摘　　要：随着金融衍生产品的不断创新,期权的运用范围不断扩大。本文阐明了期权的定价原理以及期权与保险的异同,然后运用B—S期权定价公式和二项式定价模型来确定保险产品的价格,最后通过实证分析可以得出,这两种模型在不同条件下的财险定价上都具有科学性。With the constant innovation of financial derivatives,the scope of the options application is expanding.This paper illustrates the principles of options pricing and the differences between options and insurance,uses Black-Scholes Option Pricing Model and Binomial Option Pricing Model to determine the prices of insurance products and through empirical analysis,and draws the conclusion that both of the models are scientific to property insurance under different conditions.

关 键 词：财产保险 B-S期权定价公式 二项式定价 

分 类 号：F840.65[经济管理—保险]