本文選題：風(fēng)險(xiǎn)可保化 + 風(fēng)險(xiǎn)特性��； 參考：《沈陽航空航天大學(xué)》2013年碩士論文

【摘要】：目前，免賠額已經(jīng)越來越多的被運(yùn)用到保險(xiǎn)實(shí)務(wù)中，逐漸的受到了保險(xiǎn)雙方的重視，但是目前免賠額的設(shè)置方式存在著諸多爭(zhēng)議。如果免賠額的設(shè)定不合理，將難以發(fā)揮免賠額的作用。因此，對(duì)保險(xiǎn)雙方來說，免賠額的設(shè)定是否合理至關(guān)重要。 根據(jù)可保風(fēng)險(xiǎn)條件可知小額損失風(fēng)險(xiǎn)也是屬于不可保風(fēng)險(xiǎn)，其占據(jù)了大量的理賠資源。而免賠額的作用是將保險(xiǎn)標(biāo)的面臨的小額損失除去，降低保險(xiǎn)費(fèi)率，使得保險(xiǎn)雙方都可以降低成本。但是以往采用效用函數(shù)、破產(chǎn)概率、定性描述和博弈論等方法來計(jì)算免賠額，主觀性比較強(qiáng)，僅僅從經(jīng)營(yíng)利益角度為出發(fā)點(diǎn)計(jì)算免賠額。所以本文首先提出了風(fēng)險(xiǎn)可保化概念，并研究其與免賠額之間的關(guān)系，其次結(jié)合保險(xiǎn)標(biāo)的的風(fēng)險(xiǎn)損失特性曲線，并且建立免賠額的變化與費(fèi)率變化之間的數(shù)學(xué)關(guān)系式。最后選擇斜率的極小值點(diǎn)作為確定最優(yōu)免賠額的臨界點(diǎn)。 本文最后，以家庭火災(zāi)保險(xiǎn)為例，搜集了近十年的損失數(shù)據(jù)，根據(jù)本文所建立的免賠額求解模型，確定家庭火災(zāi)保險(xiǎn)最優(yōu)絕對(duì)免賠額，，驗(yàn)證了模型的可行性與適用性。
[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.
【學(xué)位授予單位】：沈陽航空航天大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F224;F840

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本文編號(hào)：1738766