模糊性下的保险市场研究

发布时间：2018-06-22 09:49

本文选题：模糊性 + 模糊性厌恶　；参考：《武汉科技大学》2014年硕士论文

【摘要】：21世纪以来，自然灾害的发生越来越频繁，由此引起的保险损失也逐年增加。另外，由于此类灾害本身所具有的损失模糊性特性以及相关理论的不成熟，导致了这方面的保险研究相对匮乏。在我国，由于保险业尚处于起步阶段，该问题尤其突出。基于此，本文引入模糊性，探讨了一简单的保险市场模型——保险人为风险中性，投保人为风险厌恶，同时他们都是模糊性厌恶的，并且无法获知损失的真实概率分布下的保险需求和市场均衡问题。研究表明，模糊性的存在的确会影响投保人（消费者）对保险的需求变化。与不考虑模糊性情况下投保人对保险需求随着风险的增加而增加相比，模糊性情况下，投保人对保险的需求主要取决于其模糊性厌恶程度。具体来说，如果投保人的模糊性厌恶程度不变或者降低，那么他们对保险的需求将会增加；否则，如果模糊性厌恶程度增加，那么他们对保险的需求将会下降。同时，我们也发现，，对于模糊性厌恶的投保人，如果不考虑免赔额，足额保险合同将是使他获得最大期望效用的合同。否则，部分保险合同才是最优的。进一步地，研究发现，当投保人比保险人面临的模糊性程度多或者两者模糊性程度一样多时，存在唯一的市场均衡，此时消费者将购买足额保险。否则，如果保险人面临的模糊性程度比消费者多，那么消费者可能不会购买任何保险。
[Abstract]:Since the 21 st century, the occurrence of natural disasters has become more and more frequent, and the insurance losses caused by it have increased year by year. In addition, due to the loss fuzziness of this kind of disaster itself and the immaturity of relevant theories, the study of insurance in this field is relatively scarce. In China, due to the insurance industry is still in its infancy, this problem is particularly prominent. Based on this, this paper introduces fuzziness, and discusses a simple insurance market model in which insurers are risk-neutral, policy holders are risk-averse, and they are all fuzzy-averse. And the problem of insurance demand and market equilibrium under the true probability distribution of loss can not be obtained. The research shows that the existence of fuzziness does influence the change of insurance demand of policy holder (consumer). Compared with the increase of insurance demand with the increase of risk without considering fuzziness, the demand of policy holder for insurance mainly depends on the degree of fuzziness aversion. Specifically, if the degree of fuzziness aversion of policy holders remains unchanged or decreases, then their demand for insurance will increase; otherwise, if the degree of fuzziness aversion increases, their demand for insurance will decrease. At the same time, we also find that the full insurance contract will be the contract to maximize the expected effectiveness of the policy holder who is obnoxious if the deductible amount is not taken into account. Otherwise, part of the insurance contract is the best. Further, it is found that when the insured faces more ambiguity than the insurer or the same degree of ambiguity between the two, there is a unique market equilibrium, when the consumer will buy full insurance. Otherwise, if insurers face more ambiguity than consumers, consumers may not buy any insurance.
【学位授予单位】：武汉科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F842

【共引文献】