关于机动车辆保险免赔额的研究

发布时间：2018-03-21 07:36

本文选题：汽车保险　切入点：风险分级　出处：《沈阳航空航天大学》2013年硕士论文　论文类型：学位论文

【摘要】：目前，我国的机动车保险业进入快速发展阶段。免赔额定价是保险市场较为关注的实践问题，通过科学地设定免赔额，，能够合理地在保险公司和被保险人之间分配风险，从而降低被保险人的保费支出，提高防灾防损的意识，同时帮助保险公司避免无效率的小额赔偿过多的状况，降低总体的理赔成本，在一定程度上改善社会总福利。保单风险不同则保单持有人所对应的免赔额值应不同。首先，本文把保险中的费率风险分级理念引入到免赔额研究中，在对一保单集合进行风险等级划分时需要根据风险分级变量进行划分，使每个单元的保单具有相似的风险，通过风险分级模型中的乘法模型以及边际总和参数估计方法确定每个单元的风险级别相对数。然后选取某一单元作为基准单元，并把该单元作为研究对象，确定该单元保单的损失分布。免赔额的定价实际上就是保险公司和被保险人之间利益博弈的过程，本文从保险公司的角度出发建立初始优化模型求解免赔额，目标函数为保险公司的利润最大化，约束条件为被保险人参加投保。由于保险公司可提供不计免赔的保单，被保险人在投保时可选择带有免赔额的保单也可以选择不计免赔的保单，因此在初始模型的基础对约束条件进行修改，这样的模型设定与我国保险市场的现状相适应，并得到改进的优化模型。通过求解该模型，确定该单元采用的免赔额。根据前面确定的各单元风险级别相对数以及基准单元的免赔额来确定其他单元的免赔额。最后，把本文建立的模型应用到某保险公司车损险保险实务中，计算该险种的免赔额并做分析，验证该模型正确性、合理性。
[Abstract]:At present, the motor vehicle insurance industry in our country has entered the stage of rapid development. The deductible pricing is a practical problem that the insurance market pays more attention to. By setting the deductible amount scientifically, we can reasonably distribute the risk between the insurance company and the insured. In order to reduce the insured's premium expenditure, improve the awareness of disaster prevention and loss prevention, help the insurance company to avoid the situation of inefficient small compensation too much, reduce the overall claim cost, and improve the total social welfare to a certain extent. If the policy risk is different, the corresponding deductible value of the policy holder should be different. Firstly, this paper introduces the idea of premium risk classification into the research of deductible amount. In the risk classification of a set of policies, we need to divide them according to the risk classification variables, so that the policies of each unit have similar risks. The relative number of risk levels of each unit is determined by the multiplication model in the risk classification model and the method of estimating the marginal summation parameters. Then a certain unit is selected as the reference unit and the unit is taken as the research object. The pricing of deductible amount is actually the process of benefit game between the insurance company and the insured. In this paper, an initial optimization model is established to solve the deductible amount from the point of view of the insurance company. The objective function is to maximize the profits of the insurance company, and the constraint condition is that the insured is insured. The insured may choose the insurance policy with deductible amount or the non-deductible policy when insured, so the constraint condition is modified on the basis of the initial model, which is suitable for the present situation of the insurance market in our country. An improved optimization model is obtained. By solving the model, the deductible amount adopted by the unit is determined. The deductible amount of other units is determined according to the relative number of risk levels of each unit determined previously and the deductible amount of the base unit. The model established in this paper is applied to the insurance practice of a certain insurance company, the deductible amount of the insurance is calculated and analyzed to verify the correctness and reasonableness of the model.
【学位授予单位】：沈阳航空航天大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F842.6;F224

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