带有免赔额调整的车险奖惩系统及其最优自留额

孙景云; 黄彦彦; 李碧琪; 刘玉胜

带有免赔额调整的车险奖惩系统及其最优自留额

引用本文：孙景云,黄彦彦,李碧琪,刘玉胜.带有免赔额调整的车险奖惩系统及其最优自留额[J].经济数学,2012,(1):30-33

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作者	单位
孙景云,黄彦彦,李碧琪,刘玉胜	(1.兰州城市学院数学学院, 甘肃, 兰州730070 2.兰州商学院统计学院, 甘肃, 兰州730020)

中文摘要:考虑了带有免赔额调整的车险奖惩系统.利用无差别原理,将奖惩系统惩罚等级中增收保费的部分或全部用添加免赔额的方式替代,给出了替代后奖惩系统最优自留额的递推计算公式.最后,给出一个例子并分析了免赔额与平均最优自留额的关系.

中文关键词:奖惩系统无差别原理免赔额最优自留额

The Bonus-Malus System with Per Claim Deductibles and Its Optimal Retention

Abstract:A bonus-malus system with per claim deductibles was studied. By using an indifference principle,part or all premium surcharge was replaced with deductible,and the interative formula of optimal retention was given. Lastly, an example was given and the relation between deductibles and optimal retention was analyzed.

keywords:bonus-malus system indifference principle per claim deductible optimal retention

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