| 保险中遏制投保人逆向选择的博弈策略分析 |
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| 引用本文： | 钱伟懿,马艳芬,王艳杰.保险中遏制投保人逆向选择的博弈策略分析[J].数学的实践与认识,2008,38(6):22-25. |
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| 作者姓名： | 钱伟懿 马艳芬 王艳杰 |
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| 作者单位： | 1. 渤海大学数学系,辽宁,锦州,121000
2. 黑龙江工程学院数学系,黑龙江,哈尔滨,150050 |
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| 基金项目： | 黑龙江省教育厅科学技术研究项目
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辽宁省教育厅科学研究计划 |
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| 摘 要： | 以投保人的风险类型难于鉴别的逆向选择问题为研究对象,建立了投保人与保险公司的双人非零和博弈模型,并求解得出了该博弈的混合策略纳什均衡点,从而得出重罚有利于遏制投保人的逆向选择以及使保险公司的期望利润为零的保险定价公式.
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| 关 键 词： | 博弈 非对称信息 逆向选择 纳什均衡 |
| 修稿时间： | 2005年8月9日 |
Game Strategy Analysis of Preventing the Insured's Adverse Selection in Life Insurance |
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| QIAN Wei-yi,MA Yan-fen,WANG Yan-jie.Game Strategy Analysis of Preventing the Insured''''s Adverse Selection in Life Insurance[J].Mathematics in Practice and Theory,2008,38(6):22-25. |
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| Authors: | QIAN Wei-yi MA Yan-fen WANG Yan-jie |
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| Abstract: | A two-person non-zero sum game model between the insurer and the insured is proposed for an adverse selection problem when the insured′s risk type is difficult to identify.The only one Nash equilibrium point of the mixed strategy is solved.By discussing,it obtains that heavy punishment is good for preventing the insured′s adverse selection,and the price of insurance policy that is making zero expected profit for the insurer is educed. |
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| Keywords: | game asymmetric information adverse selection Nash equilibrium |
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