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| 风险资产的最优保险 | |
| 引用本文： | 徐少先. 风险资产的最优保险[J]. 经济数学, 1996, 0(1) |
| 作者姓名： | 徐少先 |
| 作者单位： | 中南工业大学精算与风险工程研究所 |
| 摘 要： | 本文采用期望方差方法，引入无风险投资；建立多元风险模型，从投保人角度讨论了最优保险决策，分析了投资风险，无风险投资收益和保费政策等因素对最优决策的影响，为现代企业采取综合措施降低风险提供了理论依据． |
| 关 键 词： | 投资组合，期望方差效用，最优保险 |
OPTIMAL INSURANCE COVERAGE FOR PORTFOLIOS OF RISKY ASSETS |
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| Xu Shaoxian. OPTIMAL INSURANCE COVERAGE FOR PORTFOLIOS OF RISKY ASSETS[J]. Mathematics in Economics, 1996, 0(1) | |
| Authors: | Xu Shaoxian |
| Abstract: | The paper examines the optimal insurance policy from the insured's point of view.We use both themean-variance approach and the multi-hazard risk model to analyze the influence of the risk,the rate of return on the risk-free asset and the premium rate on the optimal decision,while emphasizing the possibilities of improving the insured,s welfare by the use of the risk reduction instruments. |
| Keywords: | Portfolio risk loading mean-variance utility optimal insurance |
| 本文献已被 CNKI 等数据库收录！ | |