| 一种基于模糊性理论的最优保险决策模型 |
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| 引用本文： | 朱佳兵,王秋庭. 一种基于模糊性理论的最优保险决策模型[J]. 武汉科技大学学报, 2014, 37(5): 397-400 |
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| 作者姓名： | 朱佳兵 王秋庭 |
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| 作者单位： | 武汉科技大学理学院,湖北 武汉,430065;武汉科技大学理学院,湖北 武汉,430065 |
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| 摘 要： | 沿用Gilboa和Schmeidler等学者分析模糊性问题的方法,定义一扩展状态空间上的概率测度,以描述保险市场中存在的模糊性。针对一种特殊均衡性保险市场——保险人为风险中性,投保人为风险厌恶,研究两者面临相同模糊性程度下的最优保险问题。结果表明,该市场条件下,投保人购买足额保险为最优决策。
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| 关 键 词： | 模糊性理论 扩展状态空间 均衡保险市场 最优保险决策 |
| 收稿时间： | 2014-04-01 |
A model for optimal insurance strategy based on ambiguity theory |
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| Zhu Jiabing and Wang Qiuting. A model for optimal insurance strategy based on ambiguity theory[J]. Journal of Wuhan University of Science and Technology, 2014, 37(5): 397-400 |
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| Authors: | Zhu Jiabing and Wang Qiuting |
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| Affiliation: | College of Science, Wuhan University of Science and Technology, Wuhan 430065, China;College of Science, Wuhan University of Science and Technology, Wuhan 430065, China |
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| Abstract: | Following Gilboa and Schmeidler (1989), this paper extends theses analyses to an equilibrium insurance market with a risk-neutral insurer and a risk-averse insured who have identical ambiguity degree. Ambiguity is described through a probability measure on an extended state space that includes extra ambiguous states. We show that, full coverage is optimal in the presence of ambiguity. |
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| Keywords: | ambiguity theory extended state space equilibrium insurance market optimal insurance strategy |
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