一个森林保险模型及最优免赔额的确定

提出一种带有绝对免赔额和共保条款的森林保险模型。基于保险公司和投保林主均为风险厌恶型以及足额保险的假设,研究了共保条件下森林保险最优免赔额的确定问题。研究发现:1)对高低风险两种类型的投保林主来说,不同的免赔水平会对保险公司的行为产生不同影响;2)如果保险公司是风险中性的,最优保险合约下最优免赔额的确定完全由一阶条件决定。研究结果有助于设计出合理的保险合约。

A Forest Insurance Model and the Determination of Perfect Deductible

This paper presents a forest insurance model with deductibles and co-insurance provisions.On the assumption that both the insurer and the insured are risk-averse with full insurance,we find that: 1) For the insured with different risk levels,different levels of deductible insurance will led to different effects on the insurer's behavior; 2) If the insurer is risk neutral,the optimal determination with the optimal insurance contracts is completely determined by the first-order conditions. The results of this study may be helpful for the design of reasonable insurance contracts.