期货市场对保险产品定价模型的优化作用

The Optimization Effect of Futures Market on Insurance Product Pricing Models

摘要: 期货市场作为金融衍生品交易的重要平台，其价格发现功能为保险产品定价模型提供了优化路径，研究通过构建期货市场价格信号以及保险产品定价模型的耦合机制，分析期货市场对保险产品定价的影响渠道与作用机理，研究发现期货市场能够通过风险溢价测度与波动率预测和市场预期反映等途径优化保险产品定价模型，实证分析表明，引入期货市场信息后的改进模型在定价准确度与风险评估效率与市场适应性等方面均显著优于传统定价模型，该研究为保险产品定价模型的改进提供了新思路和实践指导。

Abstract: As an important platform for financial derivatives trading, the futures market provides an optimization path for insurance product pricing models through its price discovery function. This research constructs a coupling mechanism between futures market price signals and insurance product pricing models, analyzing the impact channels and working mechanisms of futures markets on insurance product pricing. The research finds that futures markets can optimize insurance product pricing models through risk premium measurement, volatility prediction, and market expectation reflection. Empirical analysis shows that the improved model incorporating futures market information significantly outperforms traditional pricing models in terms of pricing accuracy, risk assessment efficiency, and market adaptability. This research provides new ideas and practical guidance for the improvement of insurance product pricing models.