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中文摘要：
为了得到更公平合理的贷款保险定价，考虑借款人的违约点、债务结构及其清偿顺序以改进传统的期权定价模型，使其符合实际的应用。研究结果发现，借款人的债务结构对贷款保险的费率有显著影响，第一类债务的比重越大，贷款保险的费率越高，而违约点越“宽容”，即比重越小，保险费率反而越低。此外，传统的期权定价模型会低估贷款保险的费率。最后，通过贷款保险定价的实例研究，发现贷款保险业务具有较大的利润空间。
英文摘要：
In order to fairly price loan insurance,this paper considered the borrower＇s default point, debt structure and liquidation order to improve the traditional option pricing model so as to meet the practical application. The study demonstrated that the effect of the borrower＇s debt structure on loan insurance rate was significant. The larger the proportion of first class debt, the higher the loan insurance premium, while the smaller the default point, the lower the loan insurance premium. Besides, traditional option pricing model underestimated loan insurance premium. Finally, this paper made an empirical research on the loan insurance pricing, and found that credit insurance had a large profit margin.
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