论文部分内容阅读
期权定价与精算定价还存在一定差异,如何克服这些差异并建立适合于医疗保险精算特点的期权定价模型是本文研究的出发点。将期权定价与精算技术整合于医疗保险精算领域,通过规范的经济分析将纯保费测算问题转化为期权定价问题,将医疗保险纯保费看成是一个特殊的欧式看涨期权价格。利用医疗保险精算的期权定价方法,从评估保险人的损失和相应概率入手确定医疗保险的纯保费,通过对模型的适当修正,实现考虑免赔额、共同保险和赔偿限额的纯保费期权定价,为医疗保险精算提供了一个新颖的分析工具,进一步拓展了医疗保险精算方法的研究。最后利用卫生部统计中心数据,基于历年人均医疗费用水平测算了我国居民需缴纳的门诊社区费率,为我国医疗改革和医疗保险实践提供理论参考和决策支持。
Options pricing and actuarial pricing there are still some differences, how to overcome these differences and to establish an actuarial characteristics of the medical insurance option pricing model is the starting point of this study. The option pricing and actuarial technology are integrated into the field of actuarial insurance, which transforms the estimation of pure premium into option pricing through standardized economic analysis. The pure premium of medical insurance is regarded as a special European call option price. The medical insurance actuarial option pricing method is used to determine the pure premium of medical insurance from the assessment of the insurers’ losses and the corresponding probabilities. By proper modification of the model, the pricing of pure premium options considering deductible, co-insurance and compensation limits is realized. It provides a novel analytical tool for actuarial medical insurance and further expands the study of actuarial methods of medical insurance. Finally, using the data from the statistics center of the Ministry of Health, the outpatient community rates to be paid by residents in our country are calculated based on the per capita medical expenses over the years, providing theoretical reference and decision-making support for the medical reform and medical insurance in China.