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经典的保险需求模型认为绝对风险规避系数递减时保险是一个劣质品,也就是说保险需求会随着财富水平的上升而下降,但这一结论与许多现实的保险行为不符。本文从损失和财富的关系角度出发对经典模型进行了扩展,讨论了在损失随财富变化时的保险需求变化,对保险需求的悖论进行了解释。论文还采用国内汽车险市场的微观数据对拓展模型进行了实证研究,结果显示车险投保人的个人财富与其所选择的保险金额、投保比率以及索赔金额之间存在着显著的正相关关系,检验表明模型的假设和结论具有很好的解释现实的能力。
The classic model of insurance demand considers insurance as a poor quality when the absolute risk aversion coefficient decreases, that is to say, the insurance demand will decrease as the wealth level rises. However, this conclusion is inconsistent with many actual insurance behaviors. This paper extends the classical model from the perspective of the relationship between loss and wealth, and discusses the change of insurance demand when loss changes with the wealth, and explains the paradox of insurance demand. The paper also uses the micro-data of the domestic auto insurance market to conduct an empirical study on the expansion model. The results show that there is a significant positive correlation between the personal wealth of the auto insurance applicant and the insurance amount, the insurance ratio and the amount claimed. The test shows The assumptions and conclusions of the model have a good ability to explain reality.