曾郁仁2006-07-262018-07-092006-07-262018-07-092005http://ntur.lib.ntu.edu.tw//handle/246246/16293本文研究風險轉換與保險需求之間的 關係，首先本文說明如果保險是共保而且 保費不會隨損失分配改變，風險轉換與保 險需求之間的關係是Gollier（1995）的應 用，更重要的是本文證明當保費會隨損失 分配改變而改變時，Gollier（1995）的結 果不能直接套用。因此，本文試圖延伸 Gollier（1995）的研究，嘗試尋找當保費 會隨損失分配改變而改變時風險轉換與保 險需求的充分和必要條件。Gollier (1995) first identified a necessary and sufficient condition for unambiguous comparative statics for demand under transformations of a risky asset’s probability distribution. In this project, we extend Gollier’s approach to study the demand for insurance, when the price of insurance is not preserved. We begin by demonstrating how Gollier’s result may be applied to the case of proportional insurance with premiums preserved by the transformation of the loss random variable. Moreover, we show that Gollier’s result can not be directly employed when the price of insurance is not preserved. We then try to find the necessary and sufficient condition of comparative statics for transformations of the loss distribution that may or may not preserve premiums.application/pdf180155 bytesapplication/pdfzh-TW國立臺灣大學財務金融學系暨研究所風險轉換保險需求保費共保Risk TransformationsInsurance PremiumsProportional Insurancereporthttp://ntur.lib.ntu.edu.tw/bitstream/246246/16293/1/932416H002038.pdf