道德风险情况下的最优保险契约模型  

Optimal insurance contracts under particular moral hazard

作　　者：蒋勇[1] 

机构地区：[1]重庆工商大学经贸学院,重庆400067

出　　处：《重庆工商大学学报（社会科学版）》2003年第5期27-29,共3页Journal of Chongqing Technology and Business University：Social Science Edition

摘　　要：针对投保人的行为影响所保事件发生,但不影响损失大小的情况,使用委托%D代理理论建立了相应的保险契约分析模型,对这种情况下的最优保险契约的性质进行了研究。证明了这种情况下,最优保险契约要求部分保险,但所保事件发生后,投保人所遭受的实际损失与意外事件造成的损失无关,可以达到帕累托最优的风险分担。最优保险费与投保财产成反比。This paper employs the principal-agent to research the optimal insurance contracts under particular moral hazard where private action of the insurance only influence the probability of the accident. We construct principal-agent models for the moral hazard. The model illustrates the most fundamental result: the market responds to the moral hazard with partial insurance coverage, and the final loss suffered by insured individuals is indifferent with the total loss aroused by the accidents, through the insurance policy we could gain the Parito-optimal risk sharing.

关 键 词：委托—代理 保险契约 

分 类 号：F840.4[经济管理—保险]