摘要
SARS疫情的爆发乃至引起国人瞩目,到保险产品的快速推出,不过区区数月。不可否认,SARS保险产品的快速推出,充分发挥了保险的经济保障、社会稳定和社会心理抚慰的作用,进一步体现出它的社会作用和社会价值。但是,在对SARS风险的病理研究没有完全认知,没有过去相关历史参考数据测算SARS的损失分布等条件下,对SARS保险产品的价格进行探讨,无论是理论还是实务操作,都是非常有必要的。通过分析,本文认为,在不完全信息条件下对SARS保险定价,其理论依据主要为贝叶斯主观概率的保险精算方法和效用函数定价法。此两种方法决定了现阶段的SARS保险的价格基本理论框架,同时,市场的供求关系、政府和保险监管机构所赋予保险公司的社会责任与政治任务对SARS保险的产品产生和价格制定产生了巨大的影响。
This paper presents a theoretical analysis of the pricing of SARS (Severe Acute Respiratory Syndrome) insurance products, which were provided by Chinese insurance company when the SARS was very prevalent in China during April and May, 2003. At that time, SARS insurance products had a good effect on compensating for the patients and stabilizing the society. However, the pricing of SARS insurance product remains the question as SARS is unprecedented, the pathology is inexplicit and the data are insufficient for actuaries. The authors are trying to establish a model theoretically based the Bayesian approach and utility function, which determine the price and the factors of SARS insurance products.
出处
《金融研究》
CSSCI
北大核心
2003年第10期108-114,共7页
Journal of Financial Research
