| 保险中的最优免赔额模型 |
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| 引用本文： | 贾保华.保险中的最优免赔额模型[J].西安文理学院学报,2009,12(3). |
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| 作者姓名： | 贾保华 |
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| 作者单位： | 宁夏大学数学计算机学院,宁夏银川,750021 |
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| 摘 要： | 研究了保险的最优免赔额问题,给出了最终财富效用的期望效用和最优免赔额.证明了若某人有递减的风险厌恶函数,则最优免赔额随着他的财富增加而增大的命题.
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| 关 键 词： | 最优免赔额 期望效用 风险厌恶函数 |
The Optimal Franchise Model in Insurance |
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| JIA Bao-hua.The Optimal Franchise Model in Insurance[J].Journal of Xi‘an University of Arts & Science:Natural Science Edition,2009,12(3). |
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| Authors: | JIA Bao-hua |
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| Institution: | JIA Bao-hua (School of Mathematics and Computer Science; Ningxia University; Yinchuan 750021; China); |
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| Abstract: | The problem of optimal franchise in insurance is studied,and the expected utility from terminal wealth and optimal franchise is given.It has also been proved that if somebody has the decreasing progressively risk aversion function,then optimal franchise will grow with his wealth increases,which has the important meaning regarding the analysis of rational insurance purchase behavior. |
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| Keywords: | optimal franchise expected utility risk aversion function |
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