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| 摘要: |
| 期权能使其持有者在市场风险下获得稳定收益,保单能使其持有者在损失风险下保持原有的财产价值。定值险保单具有极强的卖权特征,其标的面临的市场风险和损失风险将共同决定它的价值。基于定值险标的价格的充分弹性、执行价格固定性和出险概率稳定性,可以将B-S期权定价模型引入到定值保险的定价中。 |
| 关键词: B-S模型 期权 定值保险 定价 |
| DOI： |
| 分类号:F224 |
| 基金项目: |
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| Application of Black- Scholes Option Pricing Model in valued insurance pricing |
|
吴祥佑' target='_blank'>WU Xiang-you
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| Abstract: |
| Stock option can help its holder to get stable profit under market risk and guarantee policy can help its holder to maintain his vested value on subject-matter under loss risk.Valued policy has strong selling and buying character and its subject matter fa |
| Key words: Black-Scholes Model,stock option,valued insurance,pricing |
