保险风险分配的随机合作博弈模型

本文对Suijs和Borm等所建立的模型稍作引伸,并将之应用于保险交易过程中有关各方面的风险分担,在所建立的带有随机支付的保险合作博弈模型框架下,讨论了保险博弈问题可能的结盟方式及其解的概念,并给出了保险风险分配、可行保险风险分配和帕累托最优保险风险分配的定义与形式,最后以实例说明其合理性,研究表明,带有随机支付的保险合作博弈模型能够较好的刻画保险机制的本质。

Study on the Cooperative Game Model with Random Payoffs in Insurance Risk-Sharing

This paper makes an extension of the model established by Suijis and Borm and applies it to the risk transfer and risk-sharing between all the participants in insurance transaction process.In the established insurance cooperative game model with random payoffs,the possible coalition and the concept of solution to the insurance game are firstly discussed.Then,the definition of the insurance risk distribution,the feasible insurance risk distribution and the Pareto optimal insurance risk distribution are also given,at the same time,its rationality is explained in detail with examples.In a word,the research demonstrates that the insurance cooperative game model with random payoffs is a good way to describe the nature of the insurance mechanism.