基于预期收益类型独立下的最优保险研究  

Research on Optimal Insurance Based on Expected Income Type Independence

作　　者：李芳芳 郭路[2] LI Fang-fang;GUO Lu(School of Economics and Management,Beijing Forestry University,Beijing 100083,China;Institute of Economics,Chinese Academy of Social Sciences,Beijing 100836,China)

机构地区：[1]北京林业大学经济管理学院,北京100083 [2]中国社会科学院经济研究所,北京100836

出　　处：《经济问题》2019年第1期48-53,共6页On Economic Problems

基　　金：北京林业大学新进教师科研启动基金项目"‘一带一路'背景下中国林产品贸易与投资"(BLX201728);北京社会科学基金项目"北京与‘一带一路'沿线国家经贸合作的优先领域;模式选择研究"(17YJB016);国家自然科学基金项目"中国木材加工业转移粘性;集聚与产业升级研究"(71873016)

摘　　要：在保险业务中,投保人在投保时,由于信息不对称,被保险人的信息优势会引发道德风险,进而影响保险公司的预期收益,这一现象会使保险经营活动中的均衡偏离最优。试图设计出相应的保险组合使得保险公司的预期收益不再依赖于被保险人的类型(依据被保险人对自身所掌握的私人信息而分类)。通过模型构建和数值模拟发现保险公司通过设计保单组合可以规避由被保险人依靠其信息优势所带来的风险,从而使保单的价格真实反映出保险公司、被保险人的风险厌恶水平和风险水平。In the insurance business,due to the presence of information asymmetry,when the policy-holder arrange insurance cover,the information advantage of the insured will create moral hazard,and then affect the expected income of the insurance company.And this phenomenon will make the balance in the insurance deviate from the optimal state.This paper attempts to design an insurance portfolio so that the expected income of the insurance company is no longer dependent on the types of insured which is classified according to the personal information of the insured.Through model construction and numerical simulation analysis,the results suggest that,using insurance portfolio,the insurance company can avoid risk brought by the insured dependent on their information advantage,and this can make the price of insurance application reflect the real risk aversion level of the insurance company and the insured as well as the real risk in it.

关 键 词：道德风险 类型独立 最优保险 

分 类 号：F840[经济管理—保险]