| 修整保费——一个新的定价模型 |
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| 引用本文： | 沈银芳.修整保费——一个新的定价模型[J].数学的实践与认识,2005,35(9):15-19. |
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| 作者姓名： | 沈银芳 |
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| 作者单位： | 浙江财经学院数学与统计学院,浙江,310018 |
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| 摘 要： | 在期望原理保费与个体风险的风险调整保费定价模型的基础上,引入修整系数β,得到了一个组合风险的定价模型—修整保费,从而解决了在大量个体风险并存的保险业务和多项投资中,如何合理地对组合风险进行定价的问题.
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| 关 键 词： | 风险调整保费 修整保费 组合风险 |
| 修稿时间： | 2003年1月4日 |
Modified Adjusted Premium--A New Pricing Model |
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| SHEN Yin-fang.Modified Adjusted Premium--A New Pricing Model[J].Mathematics in Practice and Theory,2005,35(9):15-19. |
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| Authors: | SHEN Yin-fang |
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| Abstract: | We introduce a β named modified adjusted index, then obtained a new pricing model named modified adjusted premium model for combined risks, on the basis of expected loss premium model and risk-adjusted premium model. By this means,we have delt with how to price combined resks,and thus both investors and insurance company will benefit from this. |
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| Keywords: | risk-adjusted premium modified adjusted premium combined risks |
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