保险标的风险特性与免赔额关系研究

发布时间：2018-04-12 07:26

本文选题：风险可保化 + 风险特性　；参考：《沈阳航空航天大学》2013年硕士论文

【摘要】：目前，免赔额已经越来越多的被运用到保险实务中，逐渐的受到了保险双方的重视，但是目前免赔额的设置方式存在着诸多争议。如果免赔额的设定不合理，将难以发挥免赔额的作用。因此，对保险双方来说，免赔额的设定是否合理至关重要。根据可保风险条件可知小额损失风险也是属于不可保风险，其占据了大量的理赔资源。而免赔额的作用是将保险标的面临的小额损失除去，降低保险费率，使得保险双方都可以降低成本。但是以往采用效用函数、破产概率、定性描述和博弈论等方法来计算免赔额，主观性比较强，仅仅从经营利益角度为出发点计算免赔额。所以本文首先提出了风险可保化概念，并研究其与免赔额之间的关系，其次结合保险标的的风险损失特性曲线，并且建立免赔额的变化与费率变化之间的数学关系式。最后选择斜率的极小值点作为确定最优免赔额的临界点。本文最后，以家庭火灾保险为例，搜集了近十年的损失数据，根据本文所建立的免赔额求解模型，确定家庭火灾保险最优绝对免赔额，，验证了模型的可行性与适用性。
[Abstract]:At present, more and more deductible amount has been applied to the practice of insurance, gradually paid attention to by both sides of the insurance, but at present, there are many disputes about the way of setting deductible amount.If deductible amount is not set reasonable, it will be difficult to play the role of deductible amount.Therefore, it is important for both parties to set deductible amount.According to the insurable risk condition, the small loss risk is also an uninsurable risk, which occupies a lot of claim resources.The role of deductible amount is to remove the small loss of the subject matter of insurance, reduce the premium rate, so that both parties can reduce the cost.But in the past, utility function, ruin probability, qualitative description and game theory are used to calculate deductible amount.So this paper first puts forward the concept of risk insurability, and studies the relationship between risk insurability and deductible amount, then combines the risk loss characteristic curve of the subject matter of insurance, and establishes the mathematical relation between the change of deductible amount and the change of rate.Finally, the minimum point of slope is chosen as the critical point to determine the optimal deductible amount.Finally, taking the family fire insurance as an example, the loss data of nearly ten years are collected. According to the model established in this paper, the optimal absolute deductible amount of family fire insurance is determined, and the feasibility and applicability of the model are verified.
【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】：F224;F840

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