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本文将期权理论引入并应用到医疗保险领域,克服传统损失分布法的局限性,为医疗保险精算提供新颖的分析工具和全新的研究视角。运用供给与需求的一般经济均衡分析将期权定价和精算定价统一于医疗保险精算领域,从精算技术与期权定价整合的视角提出医疗保险精算的供需均衡原理,并利用帕累托最优保险定价公式推导出经典Black-Scholes期权定价模型,缓解期权定价模型在医疗保险领域的应用障碍;利用障碍期权定价思想,标准期权定价模型、棘轮期权定价模型的推导思路,设计和构建含有免赔额、赔偿限额和共付比例的补充医疗保险障碍期权定价模型;最后将理论研究成果应用于我国医疗改革和医疗保险实践,测算补充医疗保险纯保费,丰富我国补充医疗保险定价方法的研究。
In this paper, the theory of options is introduced and applied to the field of medical insurance, to overcome the limitations of the traditional distribution of loss method, to provide novel analytical tools and new research perspectives for medical insurance actuarial. By using the general economic equilibrium analysis of supply and demand, the option pricing and actuarial pricing are unified in the field of medical insurance actuarial. The principle of supply and demand balance of medical insurance actuarial is proposed from the perspective of the integration of actuarial technology and option pricing. Pareto optimal insurance pricing formula The classical Black-Scholes option pricing model is deduced to alleviate the application barriers of the option pricing model in the medical insurance field. The dissertation adopts the concept of barrier option pricing, the standard option pricing model and the ratcheting option pricing model to design and construct a model with deductible, Limit and co-pay ratio of complementary medical insurance barrier option pricing model; Finally, the theoretical research results applied to China’s medical reform and medical insurance practice, calculate the supplementary medical insurance premiums to enrich our study of supplementary medical insurance pricing methods.