中文摘要：

期权定价与精算定价还存在一定差异,如何克服这些差异并建立适合于医疗保险精算特点的期权定价模型是本文研究的出发点。将期权定价与精算技术整合于医疗保险精算领域,通过规范的经济分析将纯保费测算问题转化为期权定价问题,将医疗保险纯保费看成是一个特殊的欧式看涨期权价格。利用医疗保险精算的期权定价方法,从评估保险人的损失和相应概率入手确定医疗保险的纯保费,通过对模型的适当修正,实现考虑免赔额、共同保险和赔偿限额的纯保费期权定价,为医疗保险精算提供了一个新颖的分析工具,进一步拓展了医疗保险精算方法的研究。最后利用卫生部统计中心数据,基于历年人均医疗费用水平测算了我国居民需缴纳的门诊社区费率,为我国医疗改革和医疗保险实践提供理论参考和决策支持。

英文摘要：

Option pricing and actuarial pricing also exist certain differences.The starting point of this paper is to explore how to overcome these differences to establish an option pricing modelsuitable to insurance actuarial characteristics.The option pricing and actuarial technique are integrated in medical insurance actuarial fields,by turning the pure premium actuarial problem into an option pricing issues,and health insurance pure premiums into a special European call option prices through the specification of economic analysis.Using the option pricing method of medical insurance actuarial,the paper determines pure health insurance premiums from payoff of the insurer and the corresponding probability to get the pure premium pricing considering the deductibles,coinsurance and compensation limits through appropriate amendments to the model,and to provide a new analysis tool for medical insurance actuarial,and further expansion of the medical insurance actuarial methods.Finally Community-based health Care fee are calculated using the statistics from the Data Center of Health Ministry based on the average medical costs to provide a theoretical reference and decision support for our health care reform and medical insurance practice.