中文摘要：

在汽车保险的奖惩系统中加入免赔额，将有利于保证风险与保费的匹配，还可以减少小额损失带来的大量管理费用。本文应用马尔科夫最优化原理推广了汽车保险的最优索赔策略模型。根据我国现行的机动车辆保险条款，得到了加入免赔额时的最优索赔策略。

英文摘要：

Bonus-Malus systems typically lead to high maluses when claims at fault are reported. Such penalties are often difficult to implement in practice. It is shown that this drawback may be avoided by combining a posteriori premium corrections with a deductible varying according to the level occupied in the scale. In the framework of the general theory of Markov decision process, the paper discusses the optimal retentions for Bonus-Malus sys- tem with per claim deductibles.