摘要
运用不完全信息动态博弈的有关理论,建立了基于随机查勘策略的夸大损失索赔欺诈博弈模型,给出了保险双方的博弈策略选择及其可能达到的均衡,分析了满足保险人零期望利润约束的保险费率公式.研究表明,博弈模型存在某种形式的精炼贝叶斯纳什均衡,而且道德风险的存在会使保险单价格上升.最后,论证了保险标的损失额度为离散随机变量时夸大损失索赔欺诈博弈问题解的形式.
Based on the incomplete information dynamic game theory, an insurance fraud game model of exaggerating the loss on the basis of random auditing strategies is firstly established. Then, the answers for buyers and sellers to choose the optimal game strategy and to achieve the possible equilibrium are given, and the price of insurance policy that is making zero expected profit for the insurer is also educed. The research shows that the game model has a perfect Bayesian Nash equilibrium and the existing of moral hazard elevates the price of insurance policy. Finally, the solution of the insurance fraud game, which the loss amount of insurance object is discrete random variable, is demonstrated.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
2006年第11期40-45,共6页
Systems Engineering-Theory & Practice
基金
国家自然科学基金(60675036)
关键词
博弈策略
夸大损失
贝叶斯纳什均衡
随机查勘策略
保险定价
game strategy
exaggerating the loss
Bayesian Nash equilibrium
random auditing strategies
insurance pricing
