| 经济代理人的最优损失控制 |
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| 引用本文：毛祥羽.经济代理人的最优损失控制[J].经济数学,2011,(1):36-39 |
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| 中文摘要:根据经济代理人对风险的厌恶程度高低将影响收益效用的事实,通过对经济代理人的风险厌恶系数引进阈值,使风险厌恶系数在不同取值区间对应不同的效用函数,对经济代理人具有常值绝对风险厌恶的效用函数，损失服从泊松分布、且保险市场被垄断的承保人控制的最优防损活动进行了研究.研究表明，风险厌恶系数、损失的大小以及防损效率将影响最优防损水平. |
| 中文关键词:期望效用 效用函数 泊松分布 风险厌恶系数 |
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| Optimum Loss Prevention of an Economic Agent |
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| Abstract:Optimum loss prevention activities were examined for an economic agent with utility function of constant absolute risk aversion, facing Poission distribution losses in an insurance market dominated by a monopolist insurer. In particular, the utility function is different from some existing papers. It is shown that the risk aversion coefficient, size of the loss and productivity of loss prevention affect the optimum loss prevention level. |
| keywords:expect utility function Poisson distribution risk aversion coefficient |
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