B-S期权定价模型在保险费计量中的应用  

The Application of B-S Option Pricing Model to Measurement of Insurance Premium

作　　者：彭斌[1] 韩玉启[1] 

机构地区：[1]南京理工大学经济管理学院,江苏南京210094

出　　处：《江西财经大学学报》2004年第1期32-34,共3页Journal of Jiangxi University of Finance and Economics

摘　　要：基于期权的角度,保险合同实质上就是一份看跌期权,保险费就是该看跌期权的价格。因此,可以构建一种基于B-S期权定价模型的看跌期权定价公式,以计量保险费的大小。这为实践中合理确定保险费提供了参考价格。In this thesis, we clarified option characteristic of insurance from the option' s view of point. On this groundwork, we indicated that insurance contract is substantively a put option. In addition, we further dissertate how to apply the B-S option-pricing model to the measurement of premium from two sides of the theory and the demonstration. Hereby, we can obtain the reference merit for reasonably confirming the premium in practice.

关 键 词：B-S期权定价模型 保险费 保险合同 看跌期权 定价公式 保险市场 无风险利率 保险公司 

分 类 号：F840.3[经济管理—保险]