保险市场逆向选择的模拟研究

A simulated study on adverse selection in the insurance market

由于逆向选择,保险需求受到抑制,保险市场的资源不能够得到有效的配置。对于中国这样的新兴保险市场,这种现象可能更为突出。研究逆向选择的产生机理和预防措施,对保险市场的发展具有重要的指导意义。本文在保险经济学领域创新和发展了精微模拟的研究方法,考察了一个动态的保险市场。模拟结果表明,存在逆向选择时,投保人风险厌恶程度较高、损失额不确定性较大是保险市场可以长期平稳运作的必要条件;而通过学习和对投保人出险历史的分析,保险公司能够更加准确识别投保人的风险类别。从而减轻逆向选择问题。

Because of adverse selection, insurance demands were inhibited and resources can not be efficiently allocated in the insurance market. This phenomenon may be more prominent in the emerging insurance market such as China. The study of adverse selection will provide an important guidance for the development of China＇s insurance market. This paper develops the micro simulation research method in the field of insurance economics and investigates a dynamic insurance market by simulation. It is shown that the higher risk aversion and loss severity are necessary for the long term operation of the insurance market with the existence of adverse selection. And through study and analysis of the insurance history, the insurers can accurately identify the policyholders＇ risk category and alleviate the effects of adverse selection.