| 风险、保险与投资在跨期模型中的关系研究 |
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| 引用本文： | 袁力,朱文革. 风险、保险与投资在跨期模型中的关系研究[J]. 财经论丛, 2010, 0(6): 50-55. DOI: 10.3969/j.issn.1004-4892.2010.06.008 |
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| 作者姓名： | 袁力 朱文革 |
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| 作者单位： | 上海财经大学金融学院,上海,200433;上海财经大学金融学院,上海,200433 |
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| 基金项目： | 国家社会科学基金资助项目(08&ZD036) |
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| 摘 要： | 为了解释保险在经济个体最优决策中的作用,并探讨影响保费的因素,文章通过在跨期模型中引入风险、保险和投资等变量,给出了保费、保险金额、预期投资收益率、风险分布及相关系数等关键因子的理论关系,论证了保险将影响最优的投资水平,个体可以通过保险增加价值,以及影响保费的三个因素。通过对中国保险数据的实证检验,验证了模型中影响保费的因素,并阐明了中国需要加大对经济个体的风险保障水平。
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| 关 键 词： | 风险 保险 跨期模型 |
Research on Relation of Risk,Insurance and Investment in Overlapping Model |
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| YUAN Li,ZHU Wen-ge. Research on Relation of Risk,Insurance and Investment in Overlapping Model[J]. Collected Essays On Finance and Economics, 2010, 0(6): 50-55. DOI: 10.3969/j.issn.1004-4892.2010.06.008 |
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| Authors: | YUAN Li ZHU Wen-ge |
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| Affiliation: | YUAN Li,ZHU Wen-ge(School of Finance,Shanghai University of Finance , Economics,Shanghai 200433,China) |
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| Abstract: | To explain the role of insurance in entities' optimal decision-making, and to explore the factors affecting the insurance premium,the paper builds an overlapping model with risk,insurance,and investment variables.It theoretically analyzes the relations among the premium,insurance amount,expected returns,risk distribution and correlation coefficient.The model demonstrates that: insurance affects the optimal investment;entities can improve value through insurance;and the three factors affect the premium.Empir... |
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| Keywords: | risk insurance overlapping model |
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