| 摘要: |
| 在假定汽车车身事故损失服从正态分布模型下，利用Martingale Pricing方法推导出附有免赔额特约条款的汽车车身险的定价公式． |
| 关键词: 免赔额特约条款 障碍期权 鞅测度 风险中性定价 Girsanov定理 |
| DOI： |
| 分类号: |
| 基金项目: |
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| The Martingale Pricing of the Auto Insurance with Deductible Special Provisions |
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ZHU Dan
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| Abstract: |
| Under the hypothesis that the loss of car accidents is normal distributed,the pricing formula of the auto insurance with deductible special provisions by Martingale approach is deduced. |
| Key words: deductible special provisions barrier option martingale measure risk neutral valuation Girsanov’s theory |
