作者josephbe (小夫)
看板Economics
标题Re: [请益] 个经题目之应付保险
时间Mon Mar 16 20:15:03 2009
※ 引述《tomoya0711 (皇上)》之铭言：
: 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
U(25)=5 with probability 0.02
U(225)=15 with probability 0.98
So E(U)=0.02*5+0.98*15=14.8
→Certainty equivalent = 14.8^2=219.4
→Insuance premium = 225-219.4=5.96
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◆ From: 122.121.152.201
※ 编辑: josephbe 来自: 122.121.152.201 (03/16 20:16)
※ 编辑: josephbe 来自: 122.121.152.201 (03/16 20:21)
1F：推 tomoya0711:谢谢您的解题!! 帮了大忙了XD125.224.164.102 03/17 00:11