最適保險契約的設計一直為保險學界與業界所關心的議題，雖然過去文獻對於保 險契約有許多探討，但是幾乎所有文獻都是在完全競爭市場假設下得到結果。事實上 市場結構對於商品訂價有重大的影響，自然也會改變最適保險契約內容。因此本計畫 主要目的是探討保險市場為獨占廠商的情況下，最適保險契約的條件與內容。模型以 極大化保險人的效用為目標，加入被保險人至少會購買保險契約的限制式，然後利用 Hamiltoninan 的方法去嘗試求解保險市場為獨占廠商下最適保險契約的內容與條件。 本計畫預期最適保險契約的內容可能為下列兩種保險契約的其中一種。第一種契 約型式為具有自負額與損失理賠上限之保險契約；第二種契約型式為具有損失理賠上 限之保險契約。但是在何種假設條件下，可以推導出哪種最適保險契約的型式，本計 畫還要繼續更深入的探討。如果進度順利，會另外考慮在獨占狀況下，不可置換商品 的最適保險契約型式。希望本計畫結果可以幫助保險人、被保險人與監理機關更了解 獨占市場下保險契約的型式；並且提供在寡占市場下最適保險契約的可能求解方式與 想法，以使理論模型更貼近實際狀況。 Investigating how to design the optimal insurance contract is always an important issue for both academy and practice. Numerous attempts have been made by scholars to show the optimal insurance contract in the competitive market. Although a large number of studies have been made on this topic, little attention has been given to the problems about the optimal insurance contract in other market structures such as the monopoly, oligopoly or monopolistic competition. The purpose of this project is to demonstrate the content and conditions of the optimal insurance contract in the monopoly market. For the competitive market, the model should maximize policyholders’ expected utility subject to the constraint is binding. However, in this project, the model based on Raviv(1979) will maximize the monopolistic insurer’s expected utility subject to the constraint that insured have willingness to sign the insurance contract. It could exist two possible types of the optimal insurance contract in the monopoly market. Firstly, the contract with the straight deductible and the upper limit could be derived. Moreover, the contract only with the upper limit could be another style of the optimal insurance contract. The results of this project should provide insurance industry, regulatory supervisors, and scholars some concepts of the optimal insurance contract in the monopoly market and inspirations of continuously studying the optimal contract in other market structures.
