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運用經濟效用函數架構風險管理模型─以長期看護為例洪敏三 1 徐浩軒 21 國立高雄第一科技大學風險管理與保險系所，高雄市楠梓區卓越路 2 號TEL: 07-6011000 轉 3021FAX: 07-6011020 E-mail: horngms@ccms.nkfust.edu.tw2 國立高雄第一科技大學風險管理與保險所摘 要風險管理的工具大致可分為兩類：一為「風險控制」，二為「風險理財」。將此觀念運用到長期看護風險管理的領域上，前者所對應的為各類健康投資，而後者所對應的則有保險、自身儲蓄與各類金融投資收益等。本文引用經濟學上的效用函數理論並搭配風險管理之概念，分別建構出「單代」與「兩代」的長期看護風險管理決策模型。在個體行為服從理性的假設之下 ，以追求期望效用極大化為目標，「單代」模型探討個體最適健康投資與看護保險支出之比例。在「兩代」模型部分，主要探討跨世代看護行為之互動，若父母的福祉依賴於子女的照顧，則在加入「子女看護量」此一變數時，對於父母長期看護風險管理之決策，則會造成相當程度的影響和變化。關鍵詞：風險管理、長期看護、長期看護保險Risk Management Modelling with Economical Utility Function─The Example of Long-Term CareMin-Sun Horng1Hao-Hsuan Hsu21National Kaohsiung First University of Science and Technology, Department of Risk Management and Insurance2National Kaohsiung First University of Science and Technology, Department of Risk Management and InsuranceAbstractThis study adopts the economical utility function along with the concept of the risk management, attempting to construct the decision model for the risk management of the long-term care from generation (personal only) to intergeneration (children involved). Under the assumption of individual’s behavior obeys the rationality, the goal would be to achieve the maximum of the expected utility, thus, the generational model discusses about the optimal allocation between the health investment and the payments to long-term care insurance. As to intergenerational model, we would be focused on the relationships of the care behavior, if the ...