| 公司债券保险的保费计算方法研究 |
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| 引用本文： | 杨姣仕,施露芳.公司债券保险的保费计算方法研究[J].黄冈师范学院学报,2010,30(3):75-77. |
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| 作者姓名： | 杨姣仕 施露芳 |
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| 作者单位： | 武汉科技大学,城市学院,湖北,武汉,430083 |
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| 摘 要： | 确定公司债券保险的保费计算方法是推行债券保险工作的关键,用传统的期望值原理来计算这类型保险的保费可能会造成保险公司的保费亏空问题,对此提出一种对偶效用下的保费计算原理来计算这类型的保费。与传统的保险精算模型方法比较,这种基于股东投资后公司的资产损失的保费定价方法提供了另一个有效的解决方案。
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| 关 键 词： | 债券保险 风险 保费定价 对偶效用 |
Research on calculation method of bond risk premium |
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| YANG Jiao-shi,SHI Lu-fang.Research on calculation method of bond risk premium[J].Journal of Huanggang Normal University,2010,30(3):75-77. |
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| Authors: | YANG Jiao-shi SHI Lu-fang |
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| Institution: | (City College,Wuhan University of Socience and Technology,Wuhan 430083,China) |
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| Abstract: | The calculation of bond risk premium is a basic and even key work to develop bond insurance. Calculating such kind of premiums with the traditional expected value principle may result in the deficit of the premiums.So a new principle is introduced to make a price for the bond insurance.Compared with the traditional actuarial insurance modeling,such an insurance pricing technique offers a more efficient solution. |
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| Keywords: | bond insurance risk insurance pricing dual utility theory |
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