本文選題：風險可保化 + 風險特性��； 參考：《沈陽航空航天大學》2013年碩士論文

【摘要】：目前，免賠額已經越來越多的被運用到保險實務中，逐漸的受到了保險雙方的重視，但是目前免賠額的設置方式存在著諸多爭議。如果免賠額的設定不合理，將難以發(fā)揮免賠額的作用。因此，對保險雙方來說，免賠額的設定是否合理至關重要。 根據(jù)可保風險條件可知小額損失風險也是屬于不可保風險，其占據(jù)了大量的理賠資源。而免賠額的作用是將保險標的面臨的小額損失除去，降低保險費率，使得保險雙方都可以降低成本。但是以往采用效用函數(shù)、破產概率、定性描述和博弈論等方法來計算免賠額，主觀性比較強，僅僅從經營利益角度為出發(fā)點計算免賠額。所以本文首先提出了風險可�；拍睿⒀芯科渑c免賠額之間的關系，其次結合保險標的的風險損失特性曲線，并且建立免賠額的變化與費率變化之間的數(shù)學關系式。最后選擇斜率的極小值點作為確定最優(yōu)免賠額的臨界點。 本文最后，以家庭火災保險為例，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，確定家庭火災保險最優(yōu)絕對免賠額，，驗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.
【學位授予單位】：沈陽航空航天大學
【學位級別】：碩士
【學位授予年份】：2013
【分類號】：F224;F840

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本文編號：1738766