作者tomoya0711 (皇上)
看板Economics
标题[请益] 个经题目之应付保险
时间Mon Mar 16 15:17:55 2009
Socrat owns just one ship. The ship is worth $200 million dollars.
If the ship sinks, Socrat loses $200 million. The probability that
it will sink is 0.02. Socrates' total wealth including the value of
the ship is $225 million. He is an expected utility maximizer with
von Neuman-Morgenstern utility U(W) equal to the square root of W.
What is the maximum amount that Socrat would be willing to pay in
order to be fully insured against the risk of losing this ship?
a.$4 million
b.$2 million
c.$3.84 million
d.$4.82 million
e.$5.96 million
这题我不管怎麽算我答案都会算成a.
不过正确答案的e.我怎麽凑都算不出来
麻烦版上的高手帮忙解题
先谢谢大家了
--
※ 发信站: 批踢踢实业坊(ptt.cc)
◆ From: 163.22.18.90
※ 编辑: tomoya0711 来自: 163.22.18.90 (03/16 15:28)