基于保户和保险公司共享的最佳巨灾保险

采用数学模型方法研究巨灾保险,提出了保险合同怎样创新的问题.该问题的提出有利于解决巨灾保险供应不足的弊端.对保户而言,这一创新将拥有更大的弹性,进而改善其福利.通过分解巨灾风险发生的频率和损害程度,说明了保险合同怎样设计才对保户最有利.最后,在同时考虑风险发生的频率和严重性的情况下,得出了一般化模型.

Optimal Catastrophe Insurance of Sharing Between Insured and Insurance Company

The catastrophe insurance is discussed by use of a mathematic model and the question of how to innovate in the design of insurance contracts is put forward. The innovation is propitious to solving the problem of insufficient supply of catastrophe incurrence and allows more flexibility in risk retention for the insured, so as to improve consumer welfare. By analyzing the frequency and severity of catastrophic risk, it is described how insurance contracts should be designed to benefit the insured. Finally, taking into account both frequency risk and severity, a generalized model is worked out.