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针对医疗保险领域不能应用期权定价模型的理论争议,运用供需均衡分析方法取代金融市场的无套利均衡分析方法,推导出Black-Scholes期权定价模型,为期权定价模型在医疗保险领域的应用扫清理论障碍。从期权角度阐述了高额医疗保险的障碍期权特性,将高额医疗费用保险看成是一个向上敲出的看涨期权,根据纯保费定价的供需均衡原理,结合高额医疗保险自身特点,设计和构建高额医疗费用保险的障碍期权定价模型。最后利用实际数据进行仿真计算,并与传统医疗保险精算方法进行比较分析,为医疗保险精算提供一个新颖的分析工具,丰富高额医疗费用保险定价方法的研究。
Aiming at the theoretical controversies that the option pricing model can not be applied in the medical insurance field, the Black-Scholes option pricing model is deduced by using the equilibrium-free supply-demand equilibrium analysis instead of the financial market. It is the application of option pricing model in the medical insurance field. obstacle. From the perspective of options, this paper expounds the characteristics of barrier options for high-level medical insurance. It regards high-level medical insurance as an upward call option. According to the principle of supply and demand equilibrium of pure premium pricing and the characteristics of high-level medical insurance, Building Barrier Option Pricing Model for High Medical Expenses Insurance. Finally, the actual data are used to carry out the simulation and comparison with the traditional medical insurance actuarial method to provide a novel analysis tool for the actuarial calculation of medical insurance, and to enrich the research on the insurance pricing method of high medical expenses.