頁籤選單縮合
題 名 | 損失抑減,保險與遞增風險 |
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作 者 | 盧淵源; 賴麗華; | 書刊名 | 交大管理學報 |
卷 期 | 15:2 1995.12[民84.12] |
頁 次 | 頁71-82 |
分類號 | 494.7 |
關鍵詞 | 損失抑減; 保險; 遞增風險; 風險管理; 損失頻率; 損失幅度; 風險趨避被保險人; 風險中立被保險人; 投保率; Loss reduction; Insurance; Increasing risk; Risk management; Frequency of loss; Severity of loss; Risk-averse insured; Risk-neutral insurecl; Converage ratio; |
語 文 | 中文(Chinese) |
中文摘要 | 本文擴充Dionne與Eeckhoudt (1988)分析。測試損失大小存有抑減措施或活動與風險參數之因素時,對被保險人之最適抑減水準的影響,且分析遞增風險對抑減的效果。結果發現較高保險費抑減誘因下風險趨避的被保險人願提高其抑減措施或活動,此外,面對遞增風險時總是提高抑減水準及投保率。但風險中立者就不盡然如此。 |
英文摘要 | This article extends the previous analysis by Dionne and Eeckhoudt (1988). The impact of the optimal level of loss reduction activities by the insured is analyzed in models in which the magnitude of the prospective loss is affected by the level of loss reduction activity and a shift-parameter respectively. And we consider the effect of increased risk upon loss reduction. We show that for a risk-averse insured with the incentive of higher premium reduction will engage in a higher level or reduction activity, in addition, increased risk does always induce an increase reduction level and converage ratio while a more intuitive result not holds true for a risk-neutral insured. |
本系統中英文摘要資訊取自各篇刊載內容。