保险期权

着重研究了保险期权的欧式期权与永久性美式期权定价，并在文献[2]基础之上，根据等价鞅或风险中性性质获得了比较令人兴奋的结论&类似于Black-Scholes期权定价公式与Merton期权定价公式。

Based on reference [ 2 ] and using equivalent martingale or the risk-neutral nature , the author reaches exciting conclusions , which are similar to the Black-Scholes option pricing formula and Merton option pricing formula .

最后，分析了我国发展保险期权市场的前景以及需要采取策略。

Finally , analyze to develop perspective of insurance option and required measures .

保险期权博弈分析

Option Game Analysis of Insurance

高额医疗费用保险的期权应用

The Application of Major Medical Expense Insurance Option

基于教育基金保险的期权定价

Options Pricing on Education Annuity Insurance

投资组合保险利用期权、期货或模拟期权等衍生金融工具对冲和转嫁风险，充分体现了组合复制、风险动态对冲和无套利均衡等金融工程的基本原理和技术方法。

It gives full displace to the basic theories and technical methods of such financial engineering as synthetic replication , risk dynamic hedge and non-profitable equilibrium , etc.

投资组合保险以期权定价的数学模型为基础，它的一种策略是在买入股票的同时卖空股指期货。

Based on a mathematical model for pricing options , portfolio insurance consisted of a strategy of selling stock market index futures short while buying other equities .

在人类金融发展史上，银行、证券、保险、期权、信用卡、网络银行等都属于人类金融工具创新的里程碑，在经济学上很有意义。

In the history of financial development , banks , securities , insurance , option , credit card , net banks and so on are all milestones in innovations in financial instruments , which really matter in economics .

现代保险业运用期权技术，开始突破传统保险业的基本功能，使资金由保险市场向资本市场渗透，将保险风险转移到实力雄厚的资本市场，从而缓解承保能力和赔付能力不足的困境。

Modern insurance applies option technology to breakthrough basic function of traditional insurance , which makes funds permeate through insurance market to capital market , which transfer insurance risk to solid strength capital market . , which relieve the difficult of insurance capacity and compensate capability .

作为保险创新的保险期权是期权技术在保险业中的具体运用，是保险公司化解不利因素的有效措施，也是转移保险风险、增强保险公司的承保能力的主要手段。

As insurance innovation , insurance-option is using option-skill to insurance , is a effective measure to degenerate adverse factor in insurance company .

期权定价和保险精算本质上都是对更广泛意义上的或有索取权的权利价值进行分析定价，这就为保险精算方法与期权定价模型在不确定条件下一般均衡的融合提供了可能。

Option pricing model and actuarial approach essentially belong to the contingent claiming to a great extent , which has provided the possibility of mixing actuarial approach with option pricing model under the condition of uncertainty .