摘要
将经典期权定价模型——Black-Scholes模型运用于建设工程设计责任保险基本费率厘定。在不同的预期损失条件下,运用Black-Scholes模型对建设工程责任保险基本费率分别进行计算,并与深圳市建设工程设计责任保险基本费率比对。保险公司可以根据投保人赔偿限额和索赔历史情况,运用Black-Scholes模型计算出适合该公司的建设工程设计责任保险基本费率,对不同的投保人实行差别费率政策。
The typical option pricing model Black-Scholes Model is used in the basic premium rating of construction project design liability insurance. With different expected losses, the basic rate of construction project design insurance is calculated by Black-Scholes Model and compared with the basic rate of construction project design liability insurance of Shenzhen. Insurance companies can use Black-Scholes Model to calculate the basic rate of construction project design liability insurance fitted the policyholders according to their limitation of liability and claim history to apply different rate to different policyholders.
出处
《建筑经济》
北大核心
2013年第10期88-90,共3页
Construction Economy
