| 调和保费--一个新的定价模型 |
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| 引用本文： | 张鸿雁,邵学清,王利民. 调和保费--一个新的定价模型[J]. 经济数学, 2001, 18(1): 19-23 |
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| 作者姓名： | 张鸿雁 邵学清 王利民 |
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| 作者单位： | 中南大学数软系,长沙,410083 |
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| 基金项目： | 国家自然科学基金资助项目(No.19771032) |
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| 摘 要： | 本文在经典的期望原理保费及风险调整保费的基础上建立一个调和保费的新的定价模型,并成功地引入了一个保险调和指数R.根据R的不同取值,我们可以将保险人的风险厌恶态度与被保险人的支付能力达成完美的结合.这种合理性使这个模型具有很重要的实用价值.
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| 关 键 词： | 期望原理保费 调整风险保费 调和保费 风险厌恶指数 调和指数 |
| 修稿时间： | 2000-07-24 |
ACCOMMODATED PREMIUM-A NEW PRICING PRINCIPLE |
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| Zhang Hongyan Shao Xueqing Wang Liming. ACCOMMODATED PREMIUM-A NEW PRICING PRINCIPLE[J]. Mathematics in Economics, 2001, 18(1): 19-23 |
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| Authors: | Zhang Hongyan Shao Xueqing Wang Liming |
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| Abstract: | In this paper,we introduce a new princing model-accommodated premium on the base of classical expected loss premium model and risk adjusted premium model,and introduce a R named premium accommodated index successfully.According to the variant value of the R ,we can appease perfectly the conflict between the risk averse attitude of the insurer and the affording ability of the insured.The rationality make the new model have important practical value. |
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| Keywords: | Expected loss premium risk adjusted premium accommodated premium risk averse index premium accommodated index |
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